Can Alexa create groups of devices/endpoints if I provide some additional information in the Alexa.Discovery.Response?
Groups are at UI level it don't have any impact on Smart home skill API's.
You can only create groups through Alexa companion App.
Well there are groups and groups. If you want them to appear in the Alexa app as a group, then indeed no. But if just want to use a group name by voice, you can fudge it. During discovery you can add a SceneController that when triggered will run a loop in your Lambda over an array of devices (so you still get it in the app, but under scenes). I use this approach with TemperatureController to set a group of rooms to a common temperature. Main thing might be how to name the group. I added a UI field locally that allows me to specify an array of group names that endpoints belong to. Otherwise, some smart pattern matching with regexes will go a long way towards guessing a sensible group name for your user. And if they don't like your guess, it can be edited by the user in the Alexa app.
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