You have a couple of options here. You can explore the functionality offered by the Collection Filter app which seems to offer what you have specified above, and it comes with a 7 day free trial so you are welcome to test this out to see if it offers exactly what you are looking for.
Alternatively, you could explore the idea of using a theme that already offers a sidebar on the collection page as standard. Examples of such include the Supply theme, if you are looking for a free option, or the Testament theme, which is a paid theme option.
Hope this helps!