If the application performs encryption on the traffic (and you haven't configured your phone in a special way for this net, like adding an extra CA provided by them), your school will not know what you said.
Not to mention that even if they had the technical ability to view the traffic, it could be illegal for them to look at your messages.
On the other hand, you mention that you “confirmed that the school is not performing a MITM attack by comparing grc fingerprints”. I guess you mean that you went to https://www.grc.com/fingerprints.htm and… compared the fingerprints listed there to the ones shown by your browser?
This has a couple of issues:
First of all, a MITM that intercepted all traffic might also replace the fingerprints that page shows (they would need to be quite determined, but it'd be possible). It would be better that you compared the fingerprints shown by your browser in the suspected network, with those when you are on a believed-to-be-safe network (eg. your home). Note that by default no client would accept such MITM certificates (the system would need to be configured to trust them). And if GroupME app is properly coded, it won't accept an invalid certificate…
That they are not doing MITM on one server doesn't mean they don't on any. They might not MITM pages that are listed as safe in a their proxy solution, but OTOH intercept with their own certificate pages in a different category (eg. social) to perform additional checking.
Even if the connection was not intercepted, GroupMe itself (or anyone with proper access to where it saves the data) could technically access that (it may or may not be legal).
This is in contrast to end-to-end encryption, where only the other device can decrypt the message (and where checking the conversation fingerprint with the other recipient shows that there has been no interception).
Nonetheless, even if the message safely reached the other device, a third party could still know about it, including by being forwarded, shown to another pupil (see what Mike told me!), confiscated, or even from analysis of external factors (a teacher may not know their exact communication during an exam, but if two pupils hold the same answers, he will conclude they cheated).