I was able to find a way to create a contact list directly into a pre-created folder in HubSpot.
Here is what I used, where parentId is the folder id in HubSpot. You will need to put a contact list into the folder and then get the information on that contact list to see the folder id.
POST to https://api.hubapi.com/contacts/v1/lists
{“name”:“Tony Test Contact List 4”,“parentId”: 60940867, “limitExempt”:true}