For me, Notepad++ properly folds on << EOF, but doesn't fold on <<< singleline. 
Perhaps you have a older version of NPP or a plugin. Try upgrading to NPP 6.8.8, or looking into whether plugins need upgrading. Full version info at menu:? > Debug Info: mine looks like
Notepad++ v6.8.8 Build time : Dec 10 2015 - 01:11:37 Path : C:\Program Files (x86)\Notepad++\notepad++.exe Admin mode : ON Local Conf mode : OFF OS : Windows 7 Plugins : ComparePlugin.dll dbgpPlugin.dll mimeTools.dll NppConverter.dll NppExec.dll NppExport.dll NppFTP.dll NppTextFX.dll PluginManager.dll You can check for available plugin updates at Plugins > Plugin Manager > Show Plugin Manager and select the Updates tab. If any of your plugins need updating, then select the plugin and choose Update.
If you don't get more direct answers here, you might want to go to Notepad++ Community: Help Wanted forum and ask there, including a screenshot similar to mine and a dump from your ? > Debug Info. And if you get it solved, post and accept an answer back here (and point the SO x-post here) for the good of the superuser community.