In answer to your first question only ...
- Set up all the book tags you want in Calibre
- Go to Prefs - Plugins - Device Interface - Sony - Customise and fill in the box labelled 'Comma separated list of metadata ...' so it defines which columns you want to use to create Sony Collections. The default is series, tags I believe.
- Go to Prefs - Sending books to device and make sure the 'Metadata management' box is set to 'Automatic management'.
- Next time you connect your Sony to Calibre all your books should be put into the Collections you've asked for. This includes creating new Collections and deleting old Collections which no longer contain any books. This Collection synching will happen every time you connect, so no resending of books should be necessary
Caveat: If you have been manually managing Collections directly on the reader, the above will overwrite them. So be sure this is what you want.
Hope this helps.