Thank you for reaching out here in the Community!
You can create Folders using desktop app to organize your playlists.
For more details, make sure to take a look at this support article.
The Folders will then be displayed among all the devices you are logged in to.
To make the order on your mobile reflect the one form your desktop:
Now the order should be the same as on your desktop.
You can read more on Sort and Filter feature in this support article.
The option to create Folders on mobile is not available yet, but if you're interested in that function, I'd recommend adding your +VOTE to this Idea.
More details on how the Idea Exchange works can be found here.
I hope this helps!