AFAIK you can’t do it using native Jinja2 templating. You’re better off creating a new combined iterable and passing that to your template, eg:
from itertools import chain
x = xrange(3)
y = xrange(3, 7)
z = chain(x, y) # pass this to your template
for i in z:
print i
As per comments, you can explicitly convert the iterables into lists, and concatenate those:
{% for M in GRP1|list + GRP2|list %}