How do I get overhang/fins shading surface in unique shading group from context/ground shading objects?

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First, I want to point out that shade surfaces assigned to the "Building" category will rotate with the entire building, i.e. you set the Building's North Axis input field to something other than zero. Shade surfaces assigned to "Site" category will NOT rotate with the entire building -- they stay fixed no matter what orientation you set in the North Axis input field.

If you still want to separate shade surfaces into "Building" vs. "Site", read on. From your Capture3.PNG, it looks like all 15 shade surfaces are assigned to the "Building" category. The gbXML file doesn't have a parameter to set the "Building" vs. "Site" category -- this is only an OpenStudio construct, and so must be altered in the OpenStudio input file ending in OSM. If you want the 6 adjacent and ground shade surfaces at the bottom of that Capture3.PNG to be assigned to the "Site" category instead, you'll need to make a new Shading Group in the OSM first, and then move the 6 shade surfaces from the existing Shading Group to the new Shading Group. This will be easier to do in the SketchUp plug-in for OpenStudio using cut / paste processes rather than in the OpenStudio application.

You can read more about shading in OpenStudio in other posts here and here.