I do not know what you are actually doing, but your assertions are incorrect, plain and simple. If you have nested folders, those will not be presented in the simple dropdown after hitting CTRL+D to create a bookmark, you have to select the top level folder from that short list then hit the More button in the same dialog, which opens a full blown navigator dialog for your bookmarks folder structure.
Like most things on Windows, there are multiple methods to do what you're doing, but the more complex your folder structure the less that can be initially exposed in the "short version" of the pop-up dialog for creating a bookmark. You have to use the More button when you want to drill down.
I've already revised my earlier advice with regard to a 4-step process to relocate a bookmark to use copy and paste instead.
Brian - Windows 10 Home, 64-Bit, Version 1809, Build 17763
Explanations exist; they have existed for all time; there is always a well-known solution to every human problem — neat, plausible, and wrong.
~ H.L. Mencken, AKA The Sage of Baltimore