Only jailbreak option is if you physically take apart the Kindle. Might require some soldering skills, too.
https://www.mobileread.com/forums/sh...d.php?t=267541
If you use Send to Kindle/Personal Documents Service to store non-Amazon ebooks, then you can sync collections using Amazon's Kindle Cloud Collections.
Alas, I don't think Calibre will work since afaik, the Kindle Collections plugin for Calibre requires jailbreak.