Example configuration for collocated HA topology with shared store provided in $JBOSS_HOME/docs/examples/configs is not fully correct. 

Main issue is in configuration of shared store which points to $JBOSS_HOME/standalone/data/ directory:

<paging-directory path="messagingpaging2"/>
<bindings-directory path="messagingbindings2"/>
<journal-directory path="messagingjournal2"/>
<large-messages-directory path="messaginglargemessages2"/>

and also configuration of RemoteConnectionFactory which is not set to HA. 

Collocated HA topology requires to have two EAP 6.x servers in HQ cluster which contains HQ backups for each other. For this reason we should provide 2 standalone-hornetq-colocated-{1..2}.xml  files where location of shared store would be defined by property like ${shared.store.directory}:
<paging-directory path="${shared.store.directory}/messagingpaging2"/>

HA capable RemoteConnectionFactory is can be taken from $JBOSS_HOME/standalone/configuration/standalone-full-ha.xml