Indeed, the idea would be to be able to divide labels in categories (predefined label or choosing the category for each new label). However I don't think blogger allows this. I'll try to do some coding tonight if I have a little bit of time, however chances are low to "convince" blogger do manage this just by coding.

Nevertheless is pretty easy to manually add links in cathegories, I know is not the most elegant solution, however is a workaround to blogger limits.

All best,
Radu