Maybe (shock, horror) use the calibre ePubMerge plugin to combine those books into a more manageable number.
I also can't help but feel that if you had done some research into Kobo and folder (or lack there of) support, you would have realized that Kobo was not the device for you.
I'm also not at all sure if a plugin of any type on the Kobo would help; if materiial were to be extracted from a zip file, until a scan of the file system (normally triggered by the end of a WiFi sync, a USB unplug, or the addition of an SD card) the material would not be available to be viewed.
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