I have been piloting the tool, and found one undocumented feature.
The guidelines say:
What about sub sections? You can also import full section hierarchies from CSV files. To do this, you would simply specify all sections and sub sections in a single column, separate them with the greater-than character (>) and select the Section TestRail field. Like this:
Top Section > Sub Section #1 > Sub Section #2
If you do not have a white space after the top section and greater-than character, then the top section is ignored. So you may want to consider adding the white space in the correct place.
Luckily I am using sandbox projects, so learning by trial does not mess other data.
My first experiment failed, since hundreds of tests with subsections were imported to root level in the sections, and deleting all of them at once is not possible. But this can be avoided if there is a white space, or you add section manually and then import the data under that section.