You Oasis needs to have jailbreak for Calibre to be able to manipulate collections. Or to be more precise on newer Kindle models you need combination of
LibrarianSync (imports Calibre exported JSON file) and Kindle Collections plugin for Calibre.
IIRC (haven't used Kindle Keyboard since 2011) on Kindle Keyboard collections were stored in user-accessible part of Kindle's storage (somewhere i "system" folder of Kindle drive?) and that is why jailbreak wasn't necessary in order to edit it.
Newer Kindles store that info in a database that is not "exposed" to users and Calibre.. Thus the need for jailbreak.