1) How can we select multiple instance names from one service in one single filter under "Custom multidimensional analysis"
2) How can we group multiple services in "Custom multidimensional analysis"
3) Data is showing for only last 5 days. is it not possible to extend and give a monthly view ?
I think you can choose the service instances in filter requests when you create the multidimensional analysis on the service itself.
Regarding how to group multiple services in the global multidimensional analysis, you can tag the needed services with a specific tag (if not tagged already) and then filter with the service tag.
as for data retention, you can see the data such as the count of response time for more than that but I think you are speaking about the details and this depends on the data retention period for Distributed traces, code insights, and errors.