If you have the collection column set correctly, and the collection options set, then the most likely problem is the most likely the metadata management option.
In the calibre preferences, on the "Sending books to devices", make sure the the "Metadata management" option is set to "Automatic management". With this, the collection management will be done when you connect the device.
If that doesn't work, I need to see a debug log. That is created by restarting calibre in debug mode (right-click on the preferences button and select "Restart in debug mode"). Then, connect the device, let the initial jobs run and then close calibre. The debug log will be displayed. Post the full contents of the log.
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