For making this clear, on Shopify setting collection, there are automatic and manual settings.
Please note that only manual collection types will be showed on collection for you to chose when you are importing products to your store on Ali Orders.
For automated collection, if the product matches the conditions you set, the product will be auto move to that collection
For further support related to collection types, please help us get support from Shopify support team, please follow this support link.
Hope this may help you, and in case if you need some more helps, please feel free to contact us via live chat or email us at firstname.lastname@example.org