It could be a field issue.
Try creating a simple text field and copying the
Month/Year Calc value to it. Then try and group by the
simple text field instead of
Month/Year Calc. Does it allow you to see the grouped files underneath?
Workflow to copy values from Calculated field -> text field
If you don't want to have to manually copy across the values between the fields each time, you could consider making a Sharepoint Designer Workflow.
SET command to set the text field value to the calculated field value. Configure the workflow to run automatically when the item is modified - the workflow will scan the two fields, if it sees that your calculated field and the text field don't match, it will copy across the value to make the text field match.
Open up the relevant site collection (e.g. departmental site). Select the List or Document Library you are working on, then select new workflow (as per the picture below):
Next choose a name for your new workflow - I use mainly 2010 workflows which are still compatible with the Sharepoint 2013 system.
Type "set" and select
Set Field in Current Item
Next: configure the Start Options.
FINAL STEP - THEN SELECT SAVE AND PUBLISH WORKFLOW! (see top left of SP Designer menu)
Good luck with it