Wellcome to VOX support forum.
What kind of sorting are you expecting to see in Collections section? Sorting is available for the LOOP tab. That's where the library is created. VOX doesn't create any local library, unlike iTunes. Yes, you can create playlists from your local songs (drag-n-drop works there also), but in general, no library is created.
Re:"how to transfer my collections to my iphone app mainly"
Currently, there's no ability to do that. Read below ->
Re: "however those collections are not showing on my Iphone vox app, are they supposed to sync?"
Synced LOOP collections will be available later this year. They're in early beta currently.
Concerning UI/UX suggestions - feel free to share with us right here. I'll make sure corresponding teammates will receive that.
Hope I didn't miss anything. If You have any questions, please do not hesitate to ask!