PLEASE. So weird to have it in "Filters." Put it at the top, OR let users choose specific Collections AND/OR Tags to pin to the top of the list (and also be repeated in the full list, similar to how email apps such as Apple Mail, Mimestream, & Missive allow you to choose specific folders to pin to the top for easy access, while still displaying the same folder in the total hierarchy.)

I second this idea. I tend not use them because they are featured at the bottom. Grouping Favorites with All Bookmarks, Unsorted and Trash is great idea.