The solution was to add "[html]": {"editor.foldingStrategy": "indentation"} to settings.json. This way, using indented html code inside blocks enables fold option. For example for the block "fot", the inner code should be indented:

{% block fot %}
    <div class="example">
        <p>Example</p>
    </div>
{% endblock %}

This way, block fot now is foldable/collapsable