Create a sequence group on a FortiGate 6.4.9

Hello

I have created 2 new policies for GEOblocking but there is no sequence group created for that. I know it is not needed, but I do like to keep the book keeping sound.

How can I create a new one? I only see the ability to rename or delete.

I would like to create one titled "GEOblocking & deny"

Thank you