I have not ordered road group but I have ordered a handful Shimano MTB groups (M5100, 6100, 7100, 8100 shifter only etc) and they all came finely packed but without Shimano packaging. There are usually cheaper versions and more expensive version of the same group - cheaper ones come with Chinese cassettes and expensive ones come with Shimano cassettes. The chain though is hard to tell if its knock off. I am using (knowingly) a knock off chain and its been fine. One time I even got KMC X11 and again I couldn't tell if it is fake - worked well.
The shifter, derailleurs, cranksets (and even the 12 speed Microspline hub cassettes) are definitely original. I have not heard those being faked yet. I have also ordered MT410/510/6120 brakesets and all have been fine.
As of today, I am waiting on Shimano Cues U6000 groupset and will update how it turns up. It was split and shipped in two parcels. I got one parcel yesterday which contains just the crankset. It looks legit with all the Shimano markings, exceedingly good finish with shrink wrap all around (like you will get in original Shimano box) but just not outer blue box. Packed with some heavy duty material too. It was some random new shop and I am surprised how well it was packed and how fast it was delivered (8 days).