Hi Steve,
you are confusing the layers the layered graph layout places shapes on with drawing document's layers. Let me be more clear. The layered graph layout places the shapes on layers, you can think of these layers as of rectangles that host shapes with similar hierarchical position in the graph. By the way which layout algorithm are you using with the data importer, because the sample diagram images you have attached to your first post is not a result of simply applying a lared graph layout. Do you use any of the other layouts or you just place some shapes by yourself ?
There's no problem to group all the blue shapes, but as I've mentioned before the group is going to be overlapped by other shapes and links. If that's ok with you you can simply create a group when the import is completed and place all the blue shapes in it. Then you should call the UpdateModelBounds method of the group to make it large enough to hold all the shapes you have placed in it.
Best Regards,Nevron Support Team