If you change any page settings in WordPress, make sure the page configuration under “BuddyPress > Pages” matches your changes.
On my test install, I have a parent page called “Community” and then for my members and groups pages I set my parent to “Community”. Next, I navigated to “BuddyPress > Pages” to double-check that BP picked up the changes.
So now, my members page resides at example.com/community/members and my groups page resides at example.com/community/groups.
Is this what you mean? If not, please elaborate.