I set up call pick up group two with five phones"
For each extension, you can configure one call group and/or you can configure one or more pickup group(s). There is no "call pick up group" as far as I know.
To have your 5 SIP phones in the call group 2, you must enter the group number 2 in the "callgroup" field of the corresponding extensions.
To be able to pickup calls ringing at one or more phones in the call group 2 from another phone, you must include the group number (2) in the pickupgroup field of that phone's extension.
Example: extensions 221, 222, 223, 224 and 225 are all configured with 2 in the callgroup field, and extension 230 is configured with 2 in the pickupgroup field. If the user of the extension 230 dials *8 (general call pickup) while at least one extension in group 2 (221-225) is ringing, 230 will answer the ringing call.