Dynamics sometimes disappear after grouping if I do more than one instrument at the same time. Please look to the attached foto’s (first foto before grouping, second one after grouping).
I see now that it happens if the dynamics of different instruments are linked.
It’s impossible to see, from the pictures you’ve attached, which dynamics are already grouped or linked. If you would like us to look into this any further, please create a minimal case that reproduces the problem and attach the project file itself here rather than a picture.