42 variables and 450 observations. If you want all variables in the model then I have only one thing to say "God bless noetsi."

1) How are you doing the test of nonlinearity for logistic regression? Are you doing it on logodds?

2) What is the tolerance test?

Multicollinearity literature is more on linear regression. Normally people follow linear regression MC analysis for logistic regression. Usually take the cut off for VIF between 2.5 to 10 (This judgement based on the nature of variable in the model). One way to identify the correlated vector by looking at eigen vectors analysis (in PROC REG option collin).