When just one single particle (and no more) is sent through the two slits but is not measured, it shows interference...
Quote of the comment from Bill Alsept:
One particle will not make an interference pattern. It can make one mark on the detector and that’s it. It takes many individual impacts to form a pattern.
Interestingly, the detector can be placed as closed to the slit as you want and the impact always will be a dot from the single photon. Being close enough you are able to observe through which slit the photon was slipping through.
Furthermore behind single sharp edges and even with single photons after a while one will observe an intensity distribution on a detector screen. So slits with its difference in the path length from the right edge and from the left edge are not necessary to form an intensity pattern.
There is another point one can state. Th intensity distribution is a stationary pattern on the screen. That is an astonishing fact because Young derived the wave characteristics of light from the interference pattern of two water waves:

This sketch shows one moment of the “living” pattern. In reality the points C and D are moving to the top and the points E and F are moving downwards. This behavior is not observed for the intensity pattern from light.
What you can conclude from these observations?
- As you state right ...
How do we know the particle behaves as a wave if we cannot measure it without that measurement collapsing the wave information?
... the wave character is an interpretation and could not be observed directly.
The interaction between sharp edges and photons is not an object of consideration. All the more a quantized force field between the surface electrons from the sharp edge and the photons are not discussed.
The above phenomena are proved. The conclusion in point 2 is not recognized.