The group offers help to party members facing anti-Semitism investigations, as well as other disciplinary matters.
Maria Carroll said she left when it took “an anti-Semitic conspiratorial direction”, but screenshots suggest she was adding comments to it in October.
UK Labour said it had not found any anti-Semitic comments by Ms Carroll.
Senior figures within Welsh Labour have told BBC Wales they are concerned at the UK party’s decision not to proceed with an investigation into her role in the group.
Ms Carroll is Labour’s general election candidate in Carmarthen East and Dinefwr.
The Facebook group, whose contents are only available to its members, was reportedly set up in order to advise Labour members subject to internal party disciplinary investigation on how to defend themselves.
On Sunday, Ms Carroll said she joined the group after “left wing members were being suspended from the Labour Party en masse to prevent them from voting in the 2016 Labour leadership election”.
“When the group took an anti-Semitic conspiratorial direction I left it,” she said.
But screenshots suggest she was still contributing comments to it on 23 October – offering advice to a party member who said he had been “administratively suspended”.
In a statement that did not address when Ms Carroll left the group, a Labour Party source said: “We previously investigated the Facebook group as a whole. We did not find antisemitic comments by Maria Carroll or comments by her which would amount to a breach of party rules.
“We did find comments by other members of the group which resulted in their swift suspensions.”
Welsh Labour leader Mark Drakeford referred Maria Carroll for investigation after reports in The Mail on Sunday.
But UK Labour told BBC Wales it will not be investigating Ms Carroll as she did not make anti-Semitic comments herself. She said she had not seen the relevant social media posts.
A source said the party centrally had not received any complaints about Ms Carroll. BBC Wales was told UK Labour had not considered Welsh Labour informing them of the story as a complaint.
One senior source within Welsh Labour told BBC Wales: “I just assumed someone would step in and do something after Mark Drakeford made that statement.
“I was gobsmacked when UK Labour said there’s been no complaint so we’re not investigating.”
Another Welsh Labour source said: “Mark wanted it looked at. The UK party needs to explain why this hasn’t happened.”
Others in the Welsh party are more relaxed, with one member saying: “I don’t see any contradiction here. There’s a process that’s been followed, though it might have been helpful to have a bit more of a narrative.”
A former Labour candidate for Peterborough Council, Alan Bull, was reportedly a member of the closed Facebook group.
He withdrew as a candidate after acknowledging it was a “bad mistake” to share an article on Facebook in 2015 which suggested the Holocaust was a hoax.
Ms Carroll said she did not see the “horrific social media posts” by Alan Bull as “these posts were not made in the group” she was in.
She added: “I’ve been an outspoken critic of anti-Semitism in our party, including calling out anti-Semitic abuse towards [former Labour MP] Luciana Berger and anti-Semitism denialism within our party.
“I’ve been blocked by anti-Semitic accounts as a result.”
Other candidates standing in Carmarthen East and Dinefwr include Plaid Cymru’s Jonathan Edwards, Havard Hughes for the Conservatives and the Brexit Party’s Peter Prosser.