[Blossom]

All I did was backup my Documents folder on my old Kindle and Added it to my new Kindle. I then imported the collections from the old Kindle to the new Kindle. It works fine for me.

In order for the collections to show the books from the previous Kindle the exact same files with the same attributes have to be used.

You can use Kindle For PC if you find the Calibre plugin too confusing to use. Just add your books to Kindle For PC by putting them in Kindle Content folder on your computer then add the collections you want and organize the books into the collections. You can then copy the books from the Kindle content folder onto to your new Kindle and import the collections to your Kindle device from Kindle for PC. (This is found in the Archives Items section)

The files must be exact copies for this to work!

Note: These are non Amazon books.
Amazon books with DRM are device specific and must be resent to the new Kindle.