If you are editing in the Develop Module you can click the + symbol in the Collections Panel and create a new collection. You can then choose in the dialog box to create the collection inside a collection set (or not).
You can also choose to include the image you are working on. If you choose that option then returning to the Library module you'll notice that you only see the image you were working on and not its relatives in the same folder.
Instead of writing the number down and searching, you can right click on the image and choose "Go to Folder in Library"
If you are in the Library Module the Keyboard Shortcut of Command N/Control N will create a new collection. The same options as above will apply. If you don't choose to include the image in the collection you are creating, you will essentially stay where you are - in the Library Module.
Does this answer your question?
I think so... I am editing and adding to collections right this minute so will try this. There are plenty of times I have created a Collection without wanting to place in the new Collection the image I was working on. I knew the Collection had to be created to serve a need I saw/realized but not to hold the image... but the neat trick is that if I am going to get pulled out of my Library folder, the image I add, wrong or not, will pull me back with the context menu to where I was working.
I am really aware of see-sawing through big mouse moves to drag through these long lists so the CTRL-N keystroke is great, thanks! If in Develop I'll hit "E" to get to the Library first so I don't have to mouse around to expose the "+" symbol. And, unfortunately this doesn't allow me to open a new Publish Collection which is what I am using often for the website build-out.
I have been using a plug-in that builds Publish Collections that drive the images right into a Wordpress (WP) Media Library associated with a "post" or Gallery, so there's a downside to incorrect images ending up pushed over into WP. So if I just use an image as a trampoline back to Library I have to keep in mind the "extra" image.
Thanks, again, for a quick answer to my question. Very useful.