how to show what groups a given reference is in?

to combine groups, see image.  (this appears when you right click in the groups area of endnote on a PC anyway). 

 what you describe in your images, is pretty much how I add keywords to a group of references.  Then I let the smart group settings add them to the group.  

I also create a “hard group” that isn’t smart to “freeze” them, as smart groups aren’t synced (updated Nov 2020, I do think you can now sync smart groups, optionally).  I drag and drop the whole group when the numbers don’t match, from the smart group to the regular group of the same name (although sometimes I include (smart) as part of smart group names – see image for example of that too).