jfb's analysis still applies.
By default, all clients belong to the default group, and also all adlists.
This ensures Pi-hole will be filtering all your client DNS requests through all your blocking lists.
There is no need to touch Pi-hole's group management at all.
Now, you've defined four new groups (1 through 4) in addition to the default group (0).
You have then distributed all of your adlists to one or more of your new groups.
This means there are no blocking lists for the default group anymore.
Thus, any client in the default group (which is all clients by default) will not be filtered, and that was demonstrated by your nslookup of flurry.com returning IP addresses.
You'd have to assign all your adlists to the default group as well.
You could also try to assign each of your clients to a specific group, but that comes with its own problems (changing IP addresses), and also any new clients in your network will never be filtered by default (literally).