This is an accepted solution.
Olivia here from the Shopify team.
Thanks for your question. We have the perfect manual to walk you through creating customer groups on Shopify:
Click Save filters after you've applied one or more filters or performed a customer profile search.
In the Save as dialog, enter a name for the filter or search result.
Click Save filters to save the search and create a tab at the top of your customer list.
I trust that will work, but let me know if you have further questions.