If you right click in the Credentials area and create a group, the group appears up in the Sessions area. The only way to get it down under Credentials is to go to Advanced Settings and change a dropdown from Default to Credentials. This should not be necessary.
If I right click in the Credentials area to create a group, it should stay in the credentials area. No idea why this special dropdown box is required for this but it shouldn't be.
This is known design flaw that we have. I will try to fix this.