It may depend on how young (model+version) your K is.
The
Kindle collections plugin can do some things that are now locked out by later models.
One is get Collections (info) from device. (my column is #KC.
This column is not transient like OnDevice. so it remains after you eject

)
I don't really use the collections feature, so I can't give details, But AFAIK there is no 1 step delete from Both Calibre and Kindle.
Switch to Device view (kindle detected). Can you see your collections names in the column? Click the column name to sort.
You can Bulk Delete from the device Here
Remember KC is still set with (your) Delete. Sort; Select all of those; DEL