I’m afraid you can’t get around using a collection list unless you’re working within a CMS collection page.
Are you trying to embed custom code for every collection item? If so you could try hosting each script elsewhere (or upload the JS code within a .txt file in your Webflow assets (Like @webdev talks about here)), then load it within the embed component by linking to it from a collection item using custom collection fields.
This is all done within a collection list btw ^.