Hi,
as per Microsoft Definition "The Service Manager management server and its associated Service Manager database make up a Service Manager management group." This means, that if you need additional Service Manager Management Groups, you have to install
additional servers.
I find it very handy, that you can leverage a single data warehouse Management Group and centralize your reporting if you register your many Service Manager management groups with a single data warehouse management group:
"In your enterprise, you might create multiple Service Manager management groups. You can centralize reporting for multiple Service Manager management groups by registering multiple Service Manager management groups with a single data warehouse management
group."
Source:
Planning for System Center 2012 - Service Manager Deployment
https://technet.microsoft.com/en-us/library/hh519640.aspx
About exporting your settings...They should be stored in management packs, which you can import in the new management group. About the connectors - you have to recreate them in the new environment and this shouldn't be a big administrative effort. It will
take probably not more than 30 Minutes to recreate all possible connectors.
I hope I could help you further.
Best Regards,
Stoyan