You always have the good questions Mark!
AFAIK there's no sensible way to check this.
Here's a possible not sensible way:
Sub Silly_chex()
Dim myTop() As Single
Dim grpTop As Single
Dim i As Integer
Dim strResult As String
Dim oshp As Shape
ReDim myTop(1 To 1)
Set oshp = ActiveWindow.Selection.ShapeRange(1)
grpTop = oshp.Top
If oshp.Type <> msoGroup Then Exit Sub
For i = 1 To oshp.GroupItems.Count
myTop(i) = oshp.GroupItems(i).Top
ReDim Preserve myTop(1 To UBound(myTop) + 1)
Next
ReDim Preserve myTop(1 To UBound(myTop) - 1)
SendKeys "{DOWN}"
DoEvents
If grpTop = oshp.Top Then
For i = 1 To oshp.GroupItems.Count
If oshp.GroupItems(i).Top <> myTop(i) Then
strResult = strResult & oshp.GroupItems(i).Name & vbCrLf
End If
Next
MsgBox "These group shapes were selected:" & vbCrLf & strResult
Else
MsgBox " A group is selected but no group items were selected"
End If
SendKeys "{UP}"
End Sub