I use Plex

• Create a user-defined collection (like group of favourite movies)

Collections exist along with ratings.

• Adding user-defined tags

I think you have to be admin to do that bevause it's part of the library metadata. Shared libraries would have to use playlists or collections which are per user. I don't use Jellyfin so I'm not sure what you're referring to.

• Filtering by tags or any meaningful filtering

Filters work well. Similar to iTunes. The filters aren't listed in alphabetical order for some fucking reason, though.

• Filtering by languages (however this could be done by using combination of 2 different plugins that add tags and create collections)

I think you can filter by movie language? Never done this. I don't think it cares about the languages available in the audio streams.

• [Important] No movie/show relations (e.g. The Lord of the Rings 1 -> 2 -> 3)

None on Plex.

• No way to know if movie/show belongs to any collection

There's automatic collections but there isn't a UI element that shows if a movie is missing from a collection or vice/versa.