If I understand you correctly, In the Library tab, go to Library Menu and scroll down to Synchronize Folder.
This will work for each folder, not really sure how it will work with nested folders though.
Let me know if this works!
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Go into Grid in Library
Command-Click (for Mac, not sure about Windows) ALL your collections so ALL the collections are highlighted. These photos are in collections. You could probably also select the top collection and then shift-click the bottom collection to select them all.
Select ALL the photos shown. Menu Edit/Select All
Click on "All Photographs"
Invert the selection using. Menu. Edit/Invert Selection
All the photos now selected are NOT in a collection.