Complete Collector's Edition Upgrade with full Complete Collector's Edition possible?

[Rongway]

I'd save 20€ if I simply buy the complete collector's edition but I'd lose all my progress, wouldn't I?

Not if you apply the CE code to your already-existing SquareEnix account under the already-existing FFXIV service account!

I'm assuming from the use of € that you're looking at the EU SE store, so the game code will be a EU game code.
Is your SE account EU region? The SE account region and the game code region need to match.
Is your current license PC, PS4, PS5, or Steam? Steam licenses are incompatible with normal PC game codes.
Don't create a new SE account when you register the game code.
Don't create a new FFXIV service account when you register the game code.