The day had begun well for Dalrymple as he won the toss and elected to bat.
But things soon started to go wrong as Cosgrove edged his first ball from Collins behind before Murtagh had Gareth Rees caught at short leg and Ben Wright caught at first slip.
Dalrymple and Maynard added 50 for the fourth wicket to repair some of the damage, only for Toby Roland-Jones to pin Maynard lbw just before lunch.
Wickets continued to fall regularly, as James Allenby edged another Collins out-swinger behind before the West Indian struck twice more in three balls, having Mark Wallace caught at fine leg and Dalrymple by Neil Dexter at second slip, breaking his thumb in the process.
Dexter then got in on the act by having James Harris caught behind and Robert Croft at gully before Cosker and Harrison offered some resistance, compiling Glamorgan's biggest last-wicket stand against Middlesex.
It beat the 60 put on by Croft and Huw Waters at Sophia Gardens in 2005 and George Lavis and Wilf Jones at Cardiff Arms Park in 1960 and was finally ended when Murtagh had Harrison caught at point.
Glamorgan then dropped both Newman and John Simpson before striking twice before the close, Allenby pinning Simpson leg before and Harris having Owais Shah caught behind.
Glamorgan director of cricket Matthew Maynard: "Jamie's been for an x-ray, the specialist will give us a full report with more details of how long he thinks he will be out for.
"It's not displaced so that's good news, we'll see how much it settles down in the next week or two.
"If required I'm sure he will bat in the second innings, but he will be struggling to bat at three.
"Jamie has led the side fantastically well this season and has been in great form.
"He will definitely miss the next three one-day matches for us, then we'll see how the injury has settled down.
"There was a bit more in the wicket for the seam bowlers than we wanted.
"We have to go hard in the first session on Tuesday and see if we can get six or seven down by lunch, then bat as well as we can in the second innings."
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