Steam Workshop - can I save a collection of subscribed items?
There is:
Go to Community -> Workshop,
choose your game using 'Search for a Workshop' found on the right side of the menu,
select Browse -> Collections,
and in the top right you can find a button 'Create Collection'.
Here you can save a current set or a selection of favourited items, or create a new set.
Third screenshot showing a different game because I don't own Cities: Skylines, hence the button isn't shown