I think the group with one SMS contact is treated as a SMS group, regardless that other contacts in that group are on iMessages. My one group that doesn't pin properly is 5 contacts on iMessages and one contact on SMS.I think it may be the only one that has more than one contact that is all green. I have others with multiples, but at least one contact is blue. And have other threads with green but they are just one contact
My pinned single-contact on iMessages stays pinned on multiple devices. I don't have a single-contact SMS pinned.