I use 3 displays and love groups but it can be quirky with multiple monitors. One such issue is Outlook where I may open outlook on one monitor. Get an email and open it (I have groupy group all outlook for windows together because I hate having to search and close them all later) I then move the grouped outlook windows to a new monitor so I can refer the the just opened email while I type up something. When I finish and click back to the main outlook window, all the grouped application moves to another display where I originally opened outlook. If I click back on the email I opened the group of windows moves to the other display.
It can get very hard to keep up and work with it when I have a few windows going. I would think the grouped apps should update to the display of the grouped window.
if you get 3-4 more windows on different screens grouped it can go into lagging screen redraw loops for a bit (always seems to come out of it after 45seconds to 70seconds)