And how is Kindle for PC reading categories that my Kindle Keyboard no longer has?
Your collections, along with your 'last read' place and your highlights and notes (for Amazon books only), are all uploaded to the Amazon "cloud" regularly as long as you have wireless turned on.
This is why Kindle for PC could see your collections, because it pulled them from the cloud.
One trick you can try that might bring your collections back to your Kindle: go into Archived Items, there should be an item at the top "Add Other Device Collections". Pick this and your collections from the cloud should hopefully be downloaded.
Amazon books should then drop back into the right collections. Unfortunately any books from other sources that you've loaded eg via the USB cable will not and you'll have to manually put them back in the right collection.