I've got a few different groups, each with a few components in it.
I've configured an on-click script for entire groups at the group level.
Clicking on a blank portion of the group executes the script (navigation). However, for some groups clicking on an actual component in the group does not execute the script, and yet for others it does.
You cannot. Java Swing does not propagate events to all containing components. The innermost component under the mouse that has a listener defined will consume the event.
The hierarchy shown in the script event editor indicates which events share a common listener type, and therefore count as a listener for the group of event types.
Consider moving the script to a project library and adding a call to it to all inner components that have a listener.