Is there a way to see collectibles on the map?
Unfortunately, there is not a way to display collectibles like documents and security recordings on the map.
Billboards, time trials, and gridleaks appear in the open world and thus appear on the map. However, security recordings, bags, and documents can be found in the game's levels which are inaccessible during free roam. Because the areas are inaccessible they do not appear on the map and the level has to be replayed to collect them again.
You mentioned collecting electronic parts; while useful, they aren't needed for a 100% completion achievement if that's what you're trying to do.