This very much sounds like an issue with graylog. Support to configure and start a collector from within graylog is provided by graylog, not beats. Graylog has it's own agent, waiting for configs from graylog, and applies those when you click the "Start Input" button.
I guess you are using this: https://github.com/Graylog2/collector-sidecar
I haven't tried the sidecar myself, but I guess you configured it to fetch configs for a given 'machine role/tag' + the agent is complaining about not being able to fetch/find said configs. I guess you misconfigured some tag.
Note: it seems the sidecar is attempting to overwrite your local configs.
Also check the graylog forum if you can find something related.