For that you need to add the expression in 3 separate Categories instead of adding a single category with the full expression.
Category 1:
- name = Anos
- Group by = formatDate([Date Imported, 0], year)
Category 2:
- name = Meses
- Group by = formatDate([Date Imported, 0], MM)
- display = formatDate([Date Imported, 0], Month)
Category 3:
- Name = Albums
- group by = [Artist, 1] - [ Album]