Collections and sets in LRC

I am having an issue trying to make collection sets in LRC.   When I try to craste a collection set, it wants to put it into either Lightroom or Smart collections.     I want to create a collection set called National Parks, and then add collections of various parks to that set ( like subfolders).  The end goal is to sync with Adobe Portfolio.

If there  is an easier way?   Or if I'm missing something?   Thx!