@RAM-Riegel said:

Would it may be possible to create a Marvel-Universe collection where all Marvel Movies (and may TV-Shows) which are part of the Avenger universe are collected together?

No. As stated in the contribution bible:

While sometimes controversial, collections are not intended to be a way of grouping movies of the same universe, person, character or theme, or imitating box sets. We recommend using lists for content not allowed as a collection.

For example, the "Eastrail 177" trilogy and the Cloverfield films do not belong in a collection. The Man of Steel Collection is only for the Superman sequels and should not be used as the DC Extended Universe. Similarly, each film series in the Marvel Cinematic Universe, including The Avengers, has its own collection.

There is a new feature for "universes" planned to release someday...