The custom segment shows but not under classifications group, it is displayed at the end of the list in the setup tab > company.

The recommended solution as suggested by SuiteAnswers #1013645 is:

1. Navigate to Customization> Lists, Records, & Fields > Custom Segments
2. Preferred Custom Segment: Click Edit
3. Custom Record Type: Click on Custom Record Type
4. Click Edit
5. Click Links
6. Insert Before: Select Segment
7. Note: Select Preferred Segment where Custom Segment should be placed.
8. Click Save

Based on your requirement, the following setup would solve the issue:

Section – Setup

Category – Company

Link – Custom Segment name

Label – Custom Segment Name

Insert Before – enter the option above which you would like to have the custom segment placed.