Where is the 'folder view' for RSS feeds in Thunderbird?

Question 1

I don't think there is a folder view for rss in Thunderbird. You could install the Bamboo add-on but you might as well do that in Firefox.

Here's a workaround:

Right click on your rss folder
Search Messages...
Change the drop down box from "contains" to "doesn't contain"
Type a crazy word in the text field (I put "zigloo", pretty safe to assume that will never pop up in a rss feed, but you could go crazier)
Click on "Save as Search Folder"

You can then give it a name and put it where you want.

Question 2

.opml file with feeds is in Xml format, so you may put each leaf (outline element without sub-elements) in an artificial wrapper element, which will get a visible folder in Thunderbird. Thus your initial .opml file:

<opml version="1.0">
  <body>
    <outline text="Birds">
      <outline title="ParrotBlog" xmlUrl="http://parrot.com/feed"/>
    </outline>
  </body>
</opml>

should be converted to this:

<opml version="1.0">
  <body>
    <outline text="Birds">
      <outline text="ParrotBlog">
        <outline title="ParrotBlog" xmlUrl="http://parrot.com/feed"/>
      </outline>
    </outline>
  </body>
</opml>

You may use an on-line Xslt converter (here, here) to perform (xml+xslt)->xml. Use the Xsl transformation:

<?xml version="1.0" encoding="utf-8"?>
<xsl:stylesheet version="1.0" xmlns:xsl="http://www.w3.org/1999/XSL/Transform">
<xsl:template match="outline[not(child::*)]">
  <xsl:element name="outline">
      <xsl:attribute name="text"><xsl:value-of select="@title"/></xsl:attribute>
      <xsl:copy>
        <xsl:apply-templates select="@* | node()"/>  
      </xsl:copy>
  </xsl:element>
</xsl:template>
    <xsl:template match="/ | @* | node()">
  <xsl:copy>
    <xsl:apply-templates select="@* | node()"/>  
  </xsl:copy>
</xsl:template>
</xsl:stylesheet>

This workaround may work for you, till you find a decent Feeds Aggregator.