Publish under as many pen names as you like, and under your own imprint. Each book can carry a pen name and an imprint, and they flow into the copyright page and store metadata.
Series: a book joins a series when an edition's Details name the series and the book's number in it. The Series page shows each series in one view: its books in order, every edition in every language, what each has built (E for the ebook, P, H and L for the paperback, hardcover and large-print book) and where it's live. Under each series it lists what doesn't match from one book to the next, as readers would meet it in the stores:
- the series named two ways in one language (the stores join books into a series by its name);
- an edition that doesn't name the series;
- a book without a number, or two books with the same number;
- a translation numbered differently from its book.
Books by different pen names stay in series of their own, even with the same name.
Box sets: make a book of its own for the box set (its title, cover, ISBN and listing), add an edition in the language it's in, and choose Make a box set where its manuscript goes. Pick the books in their order, one by one or a whole series at once; each needs an edition in that language with a manuscript. Make the box set puts their newest manuscripts together as the edition's manuscript: the box set's title page, a contents page listing each book and its chapters, then each book behind a page with its title, with its own dedication, chapters and closing pages but not its title page, copyright page or contents. Notes run on through the books. Build it like any book. When one of the books gets a newer manuscript, the box set says so: make it again, and build again.
KDP sells box sets as ebooks, and the box set page checks what its guidelines ask: a title that says it holds several books and how many ("Books 1–3", "A 3-Book Collection"), a description that opens by saying so and lists each title, its own ISBN if it has one, and a copyright page. The books' own copyright pages stay out, so the first time you make a box set it takes the studio's copyright page, unless you've set one.
What you need: the Author plan.