All of the specific things you've asked for beyond the visual organisation of the queue are covered by Setup > Download > Categories.
Since you see the 'joining' method as a way of organising NZBs into categories, there's little practical difference to how things currently are - either Alt.Binz does this automatically based on your defined categories, or you do it manually via right-click > 'Set category', which is basically the same as what you're proposing for right-click > join, but with the added confusion of a new top-level 'NZB' that isn't actually an NZB.
Being able to sort on categories is another matter, grouping on categories another matter again. You really need to ask yourself why either of these are actually needed, though, in ways that aren't covered by current Alt.Binz functionality.