I don't think you will be able to do this easily within the CCS Data Collection console. I would recommend the following:
Group Query scoped to servers and local groups that you are interested in and then list the group members. Run this query and export out to SQL Table. Then build another table with all of the groups you are concerned with and build a SQL Select statement to look for any existence of items in the table of groups. This would be the best way to try and accomplish what you are trying to do. There is no good way to pass a list of groups as a scoping mechanism or in a filter.