Yes, a property can be favorited across multiple groups. All you have to do is select the property from a group and click on the move button under Actions function, it will show a pop up window to move these selected properties into an existing group or create a new group.
Select the property from the favorite group and click on copy option under Actions
Select the favorite group to which you need to copy theĀ property. It can be a new group or to an existing group
Click on the Proceed button after selecting the favorite group to which it is moved or copied