On the Touch/PW, all the sidecar files are stored in a sidecar folder alongside the file (same dirname as the filename of the book, but with the extension .sdr
(on a folder, yes ^^). That should solve the bookmarks/notes/progress/pages issue.
As for the collections: Collections Manager
is your new best friend. (As usual when migrating collections the low-level way, assuming the metadata is identical, or, for files without an ASIN, with the exact same path).