It is not possible to have 1 item in multiple groups. However I may have a workaround. We've done something like this at a client site before that is very similar. We created a new calculated field for Closed Won, Closed, Lost and Created Pipeline. Each of these has its own separate from the others. I had to convert your stage text field into a number with a quirky little workaround but for now pay attention to by calculations for Closed Won, Closed Lost, and Created Pipeline.
Finally I used your previous stage group to colour a bar chart. This way you are able to see that your previous Closed Won exists in both Created Pipeline and Closed Won. I also created a few sets, which you should be able to filter on. Also, yes you can filter on groups.
Problem Template.twbx 155.2 KB