You can't add hashtags to lists (yet) but this is a very popular request. If you're comfortable using github you can vote for it to be added at https://github.com/mastodon/mastodon/issues/7692
As @ButterflyOfFire said, one workaround is to use hashtag pinning instead of following hashtags.
Pinning is only available on the web in advanced mode, or on certain third party apps such as Fedilab.
Tag pinning is similar to following but not quite the same thing. More info about it at https://fedi.tips/how-to-activate-mastodons-tweetdeck-style-advanced-web-interface/