ALT+Left mouse button to select the objects,
Then right mouse click save to file.
Then open another mission right click and paste from file, thjen the objects should be at the mouse pointer position.

The above is correct. Right click to save as a file. You need to give a name eg 'group of ships', then open your other mission, right click and choose paste from file. You should see a list and 'group of ships' will be one of the things on the list. I think naming your group is the step u r missing.