Traveling to meet the reclusive Brazilian art collector Bernardo Paz has the air of a wilderness survival course.

The wealthy 63-year-old mining magnate has carved a sprawling empire of art in the lush Atlantic Forest in Brazil's southeast, a two-hour drive southwest of the city of Belo Horizonte—which feels, quite literally, in the middle of nowhere. To make matters worse, on my recent visit, a tropical downpour has enveloped my remote rural pousada, or inn, turning the dirt roads of the surrounding countryside into oceans...