To my knowledge there is no way to move collection information from the device to calibre. I know that there wasn't a way two years ago when I worked on the Sony drivers, and I don't see anything that would have changed that state of affairs.
Calibre's philosophy was (and I think is) that either it manages collections completely, deleting any collections that it doesn't know about (automatic managment); or it adds the collections you specify to whatever is there, deleting nothing (manual management). There was (is) no provision to map collections unknown to calibre back to some calibre metadata field (it isn't always tags).
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