Cannot move smart mailboxes into the smart mailbox FOLDER I created in Mail, OS High sierra.

I cannot move smart mailboxes into a smart mailbox FOLDER I created in Mail, OS High sierra. Also, it takes either multiple attempts or a long time for the New Smart Mailbox Folder command to actually see the new Smart MB Folder! Had to quit and restart Mail to see it. It looked like an empty or non-gray-filled folder. I still cannot drag any Smart MB into it as Mail HELP says is possible.

Grateful for any help.