I just found out why groups I killed using gnus-group-kill-group from
a secondary nnml server kept reappearing when I hit
gnus-group-find-new-groups in the group buffer.  It turned out
gnus-group-change-level didn't put them into gnus-killed-list.

This is because it calls gnus-group-foreign-p after removing the
group's entry from gnus-active-hashtb.  gnus-group-foreign-p uses
gnus-find-method-for-group on the group name, which currently invents
a new method if it can't find an entry in gnus-active-hashtb, ignoring
a possibly existing definition for the virtual server name used.

To fix it, I propose the following patch to make
gnus-find-method-for-group smarter when presented with an unknown
group, and only invent a new method as a last resort.