I've got the beta installed on my iPad Mini 2. I just happened to look at the message responses to a group message that I sent which originated from my iPhone 6 Plus (on iOS 8.3) which was sent to a mix of iMessage and regular SMS accounts, and while my original group message was contained in a group message thread, all the responses to it came back in individual threads. I verified that on my iPhone they are all coming back as part of the group message thread. Only seems to be an issue on the iPad and on the iPad with iOS 9 (previous group messaging on iOS 8.3 and below worked as expected).
I also checked in Settings -> Messages to see if the Group Messaging option was enabled, and it isn't there anymore. (For that matter, neither is MMS Messaging.)
Can anyone else verify that Group Messaging is or isn't working for them as expected?