I am not seeing what you describe. Here is your file with all shapes selected (CTRL-A to select All) and you will notice nothing has been grouped. Note the selection marquee (marching ants) to see they show only dash lines. If something is grouped, it would have a dot-dot-dash marquee. You would also see the group reflected in the icons at the top-center of the screen (marked in red square).
I see you have a layer set to not output and also notice the outermost rectangle is also on a fill layer, so that is going to a fill for the entire rectangle, turning off the fill as it hits the first shape boundary found on that layer, then back on again as it crosses the next shape boundary.
How is this suppose to look / produce? If you mark the areas you want filled and the places you want cuts and I might be able to help you sort this.