@alex165: Honestly, there is no dedicated ereader device that does what you want. All that support collections only do a single level. And I don't think any look at the tags. About the closest you could get would be a tablet with Calibre Companion and the preferred reader app.
Kobo devices probably come the closest. They support annotations, collections that can be managed from calibre and good metadata support. Apart from title and author, which hopefully ever device supports, they read the comments, and have series info and a subtitle. The search is on the device uses title, author, series and subtitle. The lists have filters such as "Unread", "Reading" and "Finished". These work in the main list, each collection or the authors. They also support several sort orders including "Recent" (basically when last read or added to the device), date added to the device, title, author and series. Strictly, you need to sign into an account, but there are ways to fake this, though Kobo do not validate the email address used. As you are a calibre user, Kobo devices probably have the best support of any of the devices (collections, metadata, reading status, annotations and other things). Though I probably shouldn't be the one saying this
As to the exact Kobo device, they all use the same firmware and the real differences are size and the buttons. And price. Have a look at them, and if you like one, that's the one to get.
The other ereader I use is a tolino. They do annotations and a single level collection (based on a directory). But, the metadata support is basic, only the title and author. The current tolino's use the same hardware as Kobo, but, still use their own firmware.