At the risk of not being helpful, I confess to be confused myself as to which step in the process you are up to as you seem to indicate a number of questions... lets see if going back to basics help at all...
The normal workflow I would apply is:
- Get the books into Calibre. If your book titles exist already on disk with those unusual names, then depending on which Calibre add options you have selected you may require a special regular expression to import them. Otherwise just get them in and edit their names and series to how you like being displayed within Calibre.
- Convert the books within Calibre into the format for your output device - in this case for a Kindle you will indeed want to convert to MOBI.
- Set your "Save template" in Preferences to reflect how you want the files physically stored on the Kindle when you send them to it.
- Use the metadata plugboard in Preferences to ensure that the title metadata in the book (which is what is displayed on the Kindle screen) reflects how you want it displayed on your Kindle.
- Install and configure the Kindle collection manager plugin to specify how you want your Kindle collections created. If you are having problems with this step you should raise them in the thread for that plugin
- Connect your Kindle and send books to it from Calibre
- Use the Kindle plugin to create the collections, following the directions in the first post of the plugin thread.
So which steps have you succeeded with/got stuck on? If it really is just the "collections not working" then again I suggest you post within the thread for that plugin
to get support from other users of that plugin? If it is one of the other steps I am sure someone here can help...