Hello nkerio -
Apologies, for that - the information that you have received is correct, you would not be able to move failed listings from the Scheduled listings page into a folder for the Saved Listings.
Please note that the folders pages are type specific for listings, so if you shift an item to a folder while on your Closed Listings (or scheduled) page that same listing would not be available in the folder from the Saved Listings page.
- Craig