I don't use Kindle collections. Now that I keep one of my Kindles connected, I find that it doesn't sync very well between devices, either. It does have a nice "kindle unlimited" badge on those books, though.
The other thing you can do, as long as the Kindle is registered, is "download and transfer via USB" to your Kindle. Then drag the file into the "documents" folder. You can keep the wifi off forever, and load books that way, and not worry about removing DRM.
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