Allow grouping sessions into folders/collections (Projects-style organization)

Preflight Checklist

• [x] I have searched existing requests and this feature hasn't been requested yet
• [x] This is a single feature request (not multiple features)

Problem Statement

When a single project involves many long-running sessions — for example migrating a
large legacy codebase step by step, with one session per step — all those threads pile
up under one project with no further structure. There is no way to keep related or
parallel threads grouped together, so finding the right one gets harder as the list
grows. Renaming, archiving and filtering help, but there is no real grouping. Tools like
ChatGPT solve this with "Projects" (folders that hold related chats), which makes
navigating many related conversations much easier.

Proposed Solution

Let users create folders/collections to group sessions, independent of the working
directory (ideally nestable). I'd like to create a folder (e.g. "Migration – step by
step"), move related sessions into it, collapse/expand it in the sidebar, and have it
persist. This would complement the existing "group by project" toggle, not replace it.

Alternative Solutions

Currently I rename sessions descriptively, archive finished ones, and use the
"group by project" toggle and status filters. It helps but does not actually group
related active threads. ChatGPT's Projects feature solves this with user-created folders.

Priority

Low - Nice to have

Feature Category

Other

Use Case Example

_No response_

Additional Context

_No response_