Re: Newly added bookmarks do not automaticcaly incorporate into existing A-Z list no matter how I try to organize them.
Clicking the star in the location bar will bookmark the page in the "Unsorted Bookmarks" folder and the star turns yellow (blue on Mac) to show that.
If the URL in the location bar is bookmarked (star at the right end is yellow/blue) then click the highlighted star or use "Bookmark This Page" (Ctrl+D) to edit the properties of the bookmark (name, location) and move it to another folder or remove the bookmark.
Click the star at the right end of the location bar once to bookmark the current site and click the highlighted star a second time to open the "Edit This Bookmark" window and move the bookmark to another folder or edit the name.
The "Unsorted Bookmarks" folder shows in the sidebar and the Library, but not in the Bookmarks menu drop down list.
Bookmarks > "Bookmark This Page" (Ctrl+D) will bookmark the page in the Bookmarks Menu folder (you need to confirm that).
"Bookmark This Page" can be accessed via the right-click context menu of that browser page or by using the keyboard (Alt+B) to open the bookmarks menu.