I'm not sure if I'm getting this right, Rhuarc, but what I do when I want to extract some units from a larger group is to select those units (ctrl+click), un-group them (G), select the remaining group (click on the I or II or whatever number you have there), un-group and group immediately.

This is to tell the computer that now I have a new selection of those units, in the assumed position. It works very well.

Regarding the naval grouping, I think if you try to force ships too close one into each other you get some maneuvering issues that are pretty logical - sail ships shouldn't be able to tailgate so close, me thinks