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I have my multisong pdf's in 'Albums' where the sorting by pages entered as 'Custom' works ok. I think you can move/copy a collection to albums by a long press on the collection>copy song>de-select 'collections'>select 'albums'>'new'>ok>ok. I haven't tried this and it may not work with the way you did your songs, so.....
Collections seems to work more for personal groupings of material whereas albums seems to be more for other folks, imported, stuff.

I used a csv file to list the songs separately. Took awhile to figure out how to make the file but it works quite well.