Option Explicit

Public Sub PrintShapes()
 Dim S As Shape
 For Each S In ActivePresentation.Slides(1).Shapes
    Debug.Print S.Name
 Next S
End Sub

Public Sub TestGroup()
 ReDim S(1 To 2) As Variant
 S(1) = "Прямоугольник 3"
 S(2) = "Прямая со стрелкой 5"
 On Error Resume Next
 ActivePresentation.Slides(1).Shapes.Range(S).Group
 If Err Then
    Debug.Print "Error " & Err & ": " & Err.Description
 Else
    Debug.Print "OK"
 End If
End Sub

 PrintShapes 
Заголовок 1
Подзаголовок 2
Прямоугольник 3
Прямая со стрелкой 5

 TestGroup 
OK
 TestGroup 
Error -2147188160: Item Прямоугольник 3 not found in the Shapes collection.