It works! The exported could be downloaded from here: GitHub – prometheus/collectd_exporter: A server that accepts collectd stats via HTTP POST and exports them via HTTP for Prometheus consumption.
To build it just install golang and gcc, in case of the “/usr/bin/ld: cannot find -lpthread” error just create an empty AR archive somewhere in the library search path. E.g.: ar -rc /usr/lib/libpthread.a.
Basically, this plugin listens to the collectd on one port and exposes metrics on the other, so Prometheus can scrap them.