Thanks for sharing @cwinkowski! Sorry for the trouble there. Proxied auth can admittedly be a bit of a trick to set up!
Specifically with respect to groups, you can have a look at the following section in the admin guide.
https://docs.rstudio.com/connect/admin/group-management.html#proxied-authentication-group-membership-management
Proxied Authentication can use "local groups," which means groups defined at the RStudio Connect server level only and maintained either in the UI or via the RStudio Connect Server API. However, when it uses "remote groups," it is offloading group management to the proxy (your "remote" proxied authentication provider). In that setup, you should set ProxyAuth.GroupsHeader and ProxyAuth.GroupsAutoProvision. Note also the existence of the option to use ProxyAuth.GroupsAutoRemoval.
If you are having trouble getting this working, please feel free to open a support ticket and we will be happy to assist you in a more formal fashion!
EDIT: "Local groups" are defined in the "People" pane in the UI. Go to People > Groups, and Admins will be able to create / manage group membership. As I mentioned above, membership / group creation can also be managed via REST requests to the RStudio Connect Server API (see https://docs.rstudio.com/connect/api/ )