Is there a way to create filter lists / community lists?
For example, I would like to group many related communities together and then browse just that grouping.
No, but I'm sure it's somewhere on the roadmap. My muscle memory of the old Sync still tries to do it now. But since it's not a native lemmy feature he'd have to build his own implementation.
Right, this used to be Multireddits. Weird that lemmy has no equivalent.