Hello Vito,
#1 You can only use fields defined on level "Total Items: Subassignment" in definition of object groups.
#2 Object group "Data Records Not Contained in Any Category" collects all data records which could not be assigned to any existing object group based on your settings. So either you have data in ICR that you don't want there (issue with data selection) or you didn't set up your object groups correctly.
#3 Please note that the data element you specify in the set definition only affects field length and input/output conversion. If you specified RCUST as the reference field in object group maintenance then the set is applied to that field.
HTH,
Ralph