Is Azure AD part of a resource group? Is there any specific list of resources that are not part of resource group?
Azure AD is the fundamental management unit for your entire Azure identity and access management service. The service is hosted in select undisclosed Azure data centres as it controls a range of features. As such there is no resource group, but of course the meta data for the service is stored somewhere.
There are no other Azure services without a specific user defined resource group.
I hope that answers your question.