That this low-profile Dutch businessman could pull together such a significant representation of Kelly’s work — with loans from the Museum of Modern Art and the Whitney Museum in New York, Tate London, the Pompidou Center in Paris and the artist’s own studio — for his private museum in a far-flung corner of the Netherlands indicates the kind of leverage that Mr. van Caldenborgh, 75, and other major collectors, now have in the art world.