OK, on a test server, I have confirmed it is definitely a problem related to Full Friendly URLs. I tested again trying to add an event, and got the "Requested group could not be found" error.
I then went ahead and added in Nginx directives to support Full friendly URLs and enabled that setting in the XenForo admin panel.
I tested creating an event again, and lo and behold, it was successfully created. No error.
I then disabled the "Full Friendly URLs" setting in the XF admin panel. I tried creating another event, and I got the "Requested group could not be found" error again.
I enabled that setting again, and tried creating an event again, and it worked again without an error.
Perhaps whatever redirects you have that enable "Full Friendly URLs" to work (Apache .htaccess or nginx directives or whatever) are making it work for you regardless of that admin panel setting?
EDIT:
After the above, I then checked to see if I could reproduce the problem with the Filters dropdown when viewing a group Category. I can't reproduce that on this test server (still happens on live server), so I'll investigate it further.