Is it possible to collapse folders in the world outliner by default?

Remember that any engine you will use will have that kind of “wait wtf you cant do that?”.
And yeah I agree that Epic balance between adding new features and improving the general feeling (for example, having a “collapse all button”, improve the doc, etc) is bad. But this is how it is. You can use the engine and get the source code for free.

To end this, about your hundreds of actors, it should not be a real problem as soon as you name properly them within your outliner, the filter is working perfectly.