You can do this manually through the standard older system of your Mac FINDER but this is always going to be very clumsy. The better solution is to work through a particular software system that will automate file naming on import and allow you to categorise files in a variety of ways. Lightroom (classic) which is ostensibly for photos can also handle video files and it makes this process very easy.
In the import settings you specify a naming protocol that will be automatically applied as Lightroom copies the files from your memory card onto your hard drive. For example each file might be labelled YEAR-MONTH-DAY-TIME which Lightroom will read from the file's metadata written by the camera. It can then automatically create a folder for each day and save the files inside.
Then within Lightroom you can create virtual folders for whatever personal categories you want (favourites, different dive sites based on their GPS, and so on). You can have as many of these as you like, and clips can be place din more than one without ever disturbing the base level folder structure on your hard drive.
HTH