Is the collection you want defined in TMDB (The Movie Database)? The movie server gets its meta data from that database. If the collection is not define there, you won't get it in the DMS. If this is the case, the easiest thing is to use a custom collection.
I have not experienced any problem with the DMS not creating a collection if it is in the TMDB. However, that may be because I do not normally use nfo files. I have found that using the standard naming conventions for files give me 95% scraper accuracy with no nfo file. I only make use of nfo files on the rare occasion that I have to do a "fix match" to get the meta info correct. (This happened to me for 1 STAR WARS movie and it did not get added to the collection automatically. I had to add it manually using the menu feature in the DMS)
If the collection is in the TMDB and not showing up, you might try removing the nfo file for those movies (assuring that they are named correctly) let the scraper add them and see if that make the collection appear. It may be the nfo overiding the scraper causing the problem.
I do not believe there is an nfo tag for defining a collection, but you could check the KODI web site to verify that.