What to name field collection theme file?
Theme hook suggestions typically work off of content type (or in this case bundle type), field name, or other variables. URL is not one of the defaults.

However you can create a custom template suggestion and use the URL to create that suggestion. If you want to theme the edit page you'll want to make sure you're putting the template and template suggestion in the administration theme.

Here's a good page on theming suggestions:
https://drupal.org/node/1089656