When you hit the heart or Ctrl+D, you should see a list (rather, the first folder in a list of bookmarks appear below the graphic for that page, with a down arrow. My folder is Unosrted bookmarks. Just hit that down arrow, and keep poking around until you find the folder you want.
Does that work for you?
EDIT: OK I cannot seem to save it inside a folder nested inside one of those listed, but at least I can save it in one of those that are listed.