>1. historiography
Check out Georg Iggers, _The German Conception of History._ Magisterial but old book on the all-important origins of academic history, and the various forms of German historicism that dominated it.
While learning about historicism, take a detour and learn about Dilthey and the German debate over the divide between Naturwissenschaften and Geisteswissenschaften. You'll have to learn some of this anyway if you're reading Collingwood.
You'll also want to learn about the history of the other human sciences, which sprang up as a response to German historicism, because they have regularly been incorporated into historiography or restructured it. Good to know a basic outline of 1) Durkheim's sociology, 2) the historical geography of Ratzel and Vidal de la Blache, 3) the German school of historical economy, 4) Max Weber, 5) the debates over Auguste Comte's positivism as it applies to human sciences (which influences people like James Frazer and Herbert Spencer), 6) the growth of anthropology (Mauss to Levi-Strauss especially).
You should also learn something about "New History" in France, which grew out of Henri Berr, Henri Pirenne, the _Annales_ school, as a gradual reaction against historicism and overly political (or "event-based") history which was dominant in Germany and still France. Berr and Pirenne wanted to inaugurate an interdisciplinary, synthetic study of history as the mistress of the human sciences, incorporating many of the "pretenders" that claim to study human society in the previous paragraph.
The school coalesced around the _Annales_ journal before WW2, and then really took off in the '50s and '60s when Fernand Braudel, arguably the most famous historian of the twentieth century, took the reins. He used the institutional clout established by the school's founders (mostly Lucien Febvre) to utterly dominate French historiography with _Annales_ methods of "structural" history and the "history of mentalities," and these methods radiated outward to the Anglosphere after that.
Several books on the _Annales_, Andre Burguiere's is OK but hard for newbies, maybe Francois Dosse's is better.
You're going to want to understand the history of Marxist historiography at least a little, particularly in Britain. Past & Present is a major journal to know the basic history of. Some of these historians were instrumental in opening the door for _Annales_ methods in the UK. Many you will see often.
You'll want to know about the cultural/anthropological turn in the 70s through cultural anthropology, the linguistic turn in the 80s and 90s with postmodernism. Now we're into all kinds of tedious shit like "the global turn" and "the environmental turn" (which is still strong I think).
>5. modern europe
No idea, but Hobsbawm's book on the 19th century is good. He's a Past & Present Stalinist apologist though.