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In order for Group self-enrolment to work for students (i.e. they put in pd2 and are enrolled in your p2 group) there has to be an enrolment on the course itself.
In Athena, the course level enrolment key was in Settings:Edit Settings. In Athena2 its in Course:Settings:Users:Enrolment Methods:Self Enrolment. Beyond that, the behavior is the same, the management of user enrolment times, etc. has just been put in a new location.