Undo Group Mismatch

Glad to hear you are interested and trying to learn AE scripting. Welcome to the chaos of programming. Breaking down your script as you've done in steps is a great start. You've set your script up as if you were normally navigating the UI, and that's a good mindset to have in helping organize your script as you build it. Knowing the build steps is half the battle. Now the trickier part is stream lining the code. I see that you used the app.executeCommand method, while this can be handy at times, it can also be very dangerous as it may not always work as expected. Some menu commands have very specific demands when executing, like selections must be present first, or certain viewer panels should be active to run a command, etc... that's where things can be bad in a script. This is also what might be causing the mis-match issues with the undo group. So for your copy and paste lines (34 & 37), it would be better to create the slave layer just like you did the master layer. Since you want to control the slave gradient using the master gradient, you'll need expressions on the slave gradient for that to work, so creating your slave layer from scratch is better. Below is a modified version of your code. Feel free to ask any questions about what doesn't make sense or how something works if need be. I've placed a lot of comments hopefully to clarify all of it.

function createDOF(){
  var myComp = app.project.activeItem;
  if(myComp instanceof CompItem){//Check if myComp is a CompItem object
  var slaveIndex
  var w = myComp.width ;
  var h = myComp.height ;

     //Create DOF Master layer and change some attributes
  var dofMaster = myComp.layers.addSolid([1.0,1.0,0], "DOF_Master", w, h, 1);
  dofMaster.adjustmentLayer = true
     //Add Gradient Ramp effect and disable it
  dofMaster.Effects.addProperty("ADBE Ramp");
  dofMaster.effect("Gradient Ramp").enabled = false
     //Add Camera Lens Blur effect
  dofMaster.Effects.addProperty("ADBE Camera Lens Blur");
  dofMaster.effect("Camera Lens Blur").property("Invert Blur Map").setValue(true);

     //Setup the individual expressions needed to tie the slave to the master
  var startOfRampExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"Start of Ramp\")";
  var startColorExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"Start Color\")";
  var endOfRampExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"End of Ramp\")";
  var endColorExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"End Color\")";
  var rampShapeExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"Ramp Shape\")";
  var rampScatterExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"Ramp Scatter\")";
  var blendWithOriginalExpression = "comp(\"" + myComp.name + "\").layer(\"" + dofMaster.name + "\").effect(\"Gradient Ramp\")(\"Blend With Original\")";

     //Create DOF Slave
  var dofSlave = myComp.layers.addSolid([1.0,1.0,0], "DOF_Slave", w, h, 1);
     //Add Gradient Ramp effect
  var gradientRampSlave = dofSlave.Effects.addProperty("ADBE Ramp");
     //Assign the Gradient Ramp expressions
  gradientRampSlave.property("Start of Ramp").expression = startOfRampExpression;
  gradientRampSlave.property("Start Color").expression = startColorExpression;
  gradientRampSlave.property("End of Ramp").expression = endOfRampExpression;
  gradientRampSlave.property("End Color").expression = endColorExpression;
  gradientRampSlave.property("Ramp Shape").expression = rampShapeExpression;
  gradientRampSlave.property("Ramp Scatter").expression = rampScatterExpression;
     //Get slave layer index
  slaveIndex = dofSlave.index
     //Precomp slave layer and move it to the bottom of the stack
  myComp.layers.precompose([slaveIndex],"DOF_Slave Comp","True");
  myComp.layer("DOF_Slave Comp").moveToEnd();

     //Now that the slave layer is created we can now assign it as the layer in the master Camera Lens Blur effect
  myComp.layer("DOF_Master").effect("Camera Lens Blur").property("Layer").setValue(slaveIndex);
     //Select the master
  myComp.layer("DOF_Master").selected = true
     //And deselect the slave layer
  myComp.layer("DOF_Slave Comp").selected = false
  }else{
       alert("Please, select your composition");
  return false;
  }
}

//Start undo group
app.beginUndoGroup("DOF with Precomped Gradient");
     //Run function
     createDOF();
//End undo group
app.endUndoGroup();