Groups are supported, but for a different feature: to create clusters of objects that must be scattered together (e.g. clumps of grass and flowers). In this case, each item is handled as an independent item. You can see an example of use in the Forest 4 demo reel
As mentioned in our on-line reference guide: "Do not use groups for objects that must be handled as a unique object (for example a tree and its leaves). In this case, attach all the individual parts into single mesh."
Actually, all objects which must be handled as an unique entity (as trees), all group objects have to be attached in a unique mesh.
"... just loading a single one into forest pro becomes arduous, so I've had to switch to proxies which work infinitely better in this scenario ..."
Well, Forest should handle even really high poly models easily. Please feel free to send us
your scene to have a look at them here. Thanks in advance.