Currently I have a very long list of saved windows. Since each saved window is moved to the top of the list when opened, this list quickly becomes a mess, making it difficult to find the saved window I'm looking for.
To alleviate this issue, it would be helpful Orion provided the ability to group multiple saved windows into a collection/folder. So for example users could group all saved windows related to a specific work project into one folder. Clicking on a folder in the saved windows list would expand/collapse the list of saved windows within it. I believe it would be unnecessary to implement nested folders.
In terms of UX, this could either be implemented by alowing the user to drag one saved window in the list on top of another to create a folder, similar to the macOS Launchpad, or a "New Folder" option could be added alongside the existing "New Saved Window" button (though this would allow for empty folders which may be undesirable).
In answer to the potential question "why not just use profiles to group saved windows?" - profiles have separate settings/extensions/etc, which isn't really desirable just for grouping some tabs.
TLDR: Users should be able to group saved windows into folders, enabling them to more quickly find the window they're looking for