Toward Completion

Poul Anderson's Time Patrol series was complete in:

The Shield of Time (1990);
The Time Patrol (1991).

The Shield Of Time was a new long novel whereas The Time Patrol was an omnibus collection of all previously published stories plus the new short novel, "Star of the Sea." (The title, Tales of the Time Patrol, was listed as "forthcoming" in the first edition of The Shield of Time.)

Then, asked to contribute to an anthology of original short stories about the Knights Templar, Anderson wrote a new Time Patrol short story, "Death and the Knight," which was published in Tales of the Knights Templar (1995), edited by Katherine Kurtz.

In Anderson's retrospective collection, Going For Infinity: A Literary Journey (2002), the Time Patrol series was represented by "Death and the Knight" on the ground that the Templar anthology was probably less readily available by then. Thus, the entire Time Patrol series could be read in three different volumes by Anderson.

Finally, Time Patrol (2006) = The Time Patrol + "Death and the Knight." Time Patrol also reproduces Anderson's Introduction to the reprint of "Death and the Knight" in Going For Infinity. In that Introduction, Anderson states that:

most of the Time Patrol stories had appeared in The Magazine of Fantasy and Science Fiction;

they were collected in The Time Patrol and The Shield Of Time;

then another story was written for Tales of the Knights Templar.

(Thus, we have the anomaly of Time Patrol referring to The Time Patrol.)

Anderson's account is not entirely accurate. Do we regard The Shield of Time as a single novel or as three connected stories? Let's go with the former description. In that case:

the series has eleven installments;
five appeared in FSF;
nine were collected in The Time Patrol;
The Shield of Time is not a collection, certainly not of previously published stories.

In any case, read Time Patrol and The Shield of Time for the complete Time Patrol series. And my advice is to read it after HG Wells' The Time Machine.