Yes there you can play Legend of Zelda Majora's Mask on the Legend of Zelda Collectors Edition for Nintendo Gamecube

Zelda is not in The Legend of Zelda Majora's Mask, there is a brief flashback of her teaching you the Song of Time, when you get the Ocarina back from Skull Kid but Zelda is not a character in this game.

Legend of Zelda Majora's Mask is the Sequel to Legend of Zelda Ocarina of Time, there is no Majora's Mask 2 because Majora's Mask ends in the First one. (also windwaker is kinda like a sequel to majora's mask, it gives lots of hints to what could've possibly happened after the events of Majora's mask)

There is no mask titled 'Triple Mask' in The Legend of Zelda Majora's Mask.

You can get the Fierce Deity Mask on the Moon.