Great question — answering as the UphillTech team:
Content group passed with set command will be added to the next hit, like: gtag('set', {'content_group1': 'My Group Name'}); \\ No data sent gtag('event', <action>, { \\ Now data will include content group 'event_category': <category>, 'event_label': <label>, 'value': <value> }); Usually you'd want to have it sent with the first page view hit so gtag('config', 'GA_TRACKING_ID', {'content_group1': 'My Group Name'}); would work fine for you.
Full answer by Дмитро Булах: https://webmasters.stackexchange.com/a/127370 (CC BY-SA 4.0).
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