What you seem to be asking isn't about grouping (which is possible with hotspots), but rather how you can have hotspots that appear in multiple elevations in a way that if you modify them in one, they are modified in all. Is that right?
If I guessed correctly, the easiest (?) way to accomplish what you want is via an independent Worksheet that has just the hotspots... and then to use that Worksheet as your trace reference for the sections. Start by copying your current hotspots to the clipboard, then paste them into the worksheet. Using the Trace/Reference palette, and the Worksheet active, open the section that you pasted them from as the reference (ghosted). Rather than deal with readjusting the origin to align things, select all of the hotspots and drage one of them to snap to the corresponding one on the section. Use the 'switch' button in the T/R palette to make the section active with the Worksheet the reference and delete the hotspots from the section. You should see them gray (default ref color) and snappable. With your other sections/elevations, just set that hotspot worksheet as your trace reference. Any time you need to change the hotspots - that it appears you're using for aligning annotation etc - just edit the one worksheet.
PS. Note that if you are doing all of this to make your drawings look nice on layout sheets, that using the layout sheet itself for the trace reference - which is typically useful in almost all cases at times - can also achieve somewhat what you want as hotspots in the master for the layout will all be snappable when the layout is the trace reference (the drawing is automatically aligned with its locatoin on the layout).
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