I create a new group of collections named "Bender Yoga Event" and jump to the Import Menu, but when I click on "Add to collection" this collection doesn´t exist. I don't know how to fix this, it's never working. I tried to shut down Lr and open it again but doesn't work neither.
The collections within the Bender Yoga Event group are showing as Smart collections.
Re-create them as normal collections and then it will work.
You can not use Smart collections for the import.
(Lightroom would be unable to process the conditions of your Smart filter while importing i.e Picks if no flagging had yet happened)