I have also had issues in the past with controlling phantom keypads. Not sure of it was the lighting integrator that did not configure them correctly or if it's just a function of the lutron system. I also experienced the same error. Is there no keypad in the room that you can emulate?
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With regards to the shades, they should be able to group those. I have seen it done in the past, although I believe it was with a quantum system.