Some threads that might be helpfull:
https://www.mobileread.com/forums/sho...ht=Collections
https://www.mobileread.com/forums/sho...ht=Collections
https://www.mobileread.com/forums/sho...ht=Collections
https://www.mobileread.com/forums/sho...ht=Collections
For the first two you might need some computerskills and they're made to work with Windows.
The last two threads work with the Collections you can make with your Kindle itself.
Good luck

and think hard before you putting any book in a collection. Using Calibre, which is an excellent free program, can be a great help as well : as your personal library.
Write down what you want, consider and reconsider; because if you've organised a lot of books and you want to change that again...............