Now that the motivation for the question has emerged (algebraicity of $M$ inside $G$), here is how to handle it. Let $G$ be a connected reductive $\mathbf{R}$-group, $P$ a parabolic $\mathbf{R}$-subgroup of $G$, and $S$ a maximal split $\mathbf{R}$-torus in $P$ (so $S$ is also maximal as such in $G$). We may and do choose a minimal parabolic $\mathbf{R}$-subgroup $P_0$ of $G$ contained in $P$ and containing $S$.
The set $\Phi(G,S)$ of nontrivial $S$-weights on ${\rm{Lie}}(G)$ is the (possibly non-reduced) relative root system spanning a finite-index subgroup of the character lattice ${\rm{X}}(S')$ for $S' := (S \cap \mathscr{D}(G))^0$ a maximal split $\mathbf{R}$-torus in $\mathscr{D}(G)$.
The choice of $P_0 \supset S$ corresponds to a positive system of roots in the relative root system, or equivalently a basis $\Delta$ of the relative root system, and there is a natural inclusion-preserving bijective correspondence between the set of parabolic $\mathbf{R}$-subgroups $Q$ of $G$ containing $P_0$ and the set of subsets of $\Delta$. In this way $P$ corresponds to a subset $I \subset \Delta$. Explicitly, $U := \mathscr{R}_u(P)$ we have $P = L_I \ltimes U$ for $L_I := Z_G(S_I)$ with $S_I := (\cap_{a \in I} \ker a)^0$ a subtorus of $S$. Thus, $P(\mathbf{R}) = L_I(\mathbf{R}) \ltimes N$ for the group $N:= U(\mathbf{R})$ that is nilpotent (since $U$ is unipotent).
Let $A = S_I(\mathbf{R})^0$. If I remember correctly, Langlands' definition/construction of $M$ given the above choices is as the unique closed subgroup of $L_I(\mathbf{R})$ with compact center such that it is complementary to the central closed subgroup $A$ of $L_I(\mathbf{R})$. Your question is to show that $M = H(\mathbf{R})$ for a unique closed $\mathbf{R}$-subgroup $H \subset L_I$ with reductive identity component such that $M$ meets every connected component of $H$. Of course, such an $H$ is unique if it exists since its Lie algebra must be that of $M$ (so $H^0$ is uniquely determined in $G$) and it is generated by $H^0$ and any finite subset of $M$ meeting each of its finitely many connected components. The real task is existence of such an $H$.
Define $H = \mathscr{D}(L_I) \cdot T_I \cdot S[2]$ where $T_I$ is the maximal anisotropic central subtorus of $L_I$. Note that $H^0 = \mathscr{D}(L_I) \cdot T_I$, so $H^0$ is reductive, and $H(\mathbf{R})$ meets every connected component of $L_I(\mathbf{R})$ since $S[2](\mathbf{R})$ does (as $S$ is maximal split in the connected reductive $L_I$). Since the connected reductive group $H^0$ is unirational, so $H^0(\mathbf{R})$ is Zariski-dense in $H^0$, the equality $H = H^0 \cdot S[2]$ implies that the center of $H(\mathbf{R})$ meets $H^0(\mathbf{R})$ in the subgroup of $Z_{H^0}(\mathbf{R})$ centralizing $S[2]$. Thus, to show $H(\mathbf{R})$ has compact center it suffices to show that $Z_{H^0}(\mathbf{R})$ is compact. But $Z_{H^0} = T_I$ by design of $H$, so $Z_{H^0}(\mathbf{R})$ is compact since $T_I$ is $\mathbf{R}$-anisotropic.
By design $H \cap S_I$ is finite, so $H(\mathbf{R}) \cap A=1$ since $A$ has no nontrivial finite subgroup. Thus, the multiplication map $H(\mathbf{R}) \times A \rightarrow L_I(\mathbf{R})$ is a closed embedding meeting every connected component, and hence this is an isomorphism if and only if the dimensions agree, or equivalently $\dim H + \dim S_I = \dim L_I$. Once this is shown, it follows that $H(\mathbf{R})$ satisfies all of the properties that uniquely characterize Langlands' construction $M$, so this $H$ would do the job.
(Not only is the Lie group $M$ often disconnected, but $H$ is generally not connected as an $\mathbf{R}$-group, which is to say $S[2]$ is not contained $\mathscr{D}(L_I) \cdot T_I$; one sees this already when $L_I$ is a direct product of ${\rm{GL}}_{n_j}$'s.)
Since $L_I$ is the isogenous central quotient of the direct product of $\mathscr{D}(L_I)$ and the maximal central torus in $L_I$, in view of how $H$ was built it is equivalent to show that the split central torus $S_I$ in $L_I$ and the maximal anisotropic central torus $T_I$ in $L_I$ together generate the maximal central torus of $L_I$. In other words, is $S_I$ actually maximal as a central split torus in $L_I$?
Our task has now been reduced to something in the Borel-Tits structure theory for connected reductive groups over arbitrary fields $k$ as follows. Let $G$ be a connected reductive $k$-group, $S \subset G$ a maximal split $k$-torus, and $\Delta$ a basis of the relative root system $\Phi(G,S)$ of nontrivial $S$-weights on ${\rm{Lie}}(G)$. (This set of weights spans a finite-index subgroup of the character lattice of the maximal split $k$-torus $S' := (S \cap \mathscr{D}(G))^0_{\rm{red}}$ in $\mathscr{D}(G)$.) For a subset $I \subset \Delta$, define the $k$-subtorus $S_I = (\cap_{a \in I} \ker a)^0_{\rm{red}} \subset S$ and let $L_I := Z_G(S_I)$. The task is show that $S_I$ maximal as a central split $k$-torus in $L_I$.
By the centrality of $S_I$ in $L_I$ and the $L_I(k)$-conjugacy of all maximal split $k$-tori in $L_I$ (of which $S$ is one such), it suffices to show that no larger $k$-subtorus of $S$ is central in $L_I$. But $\Delta$ is linearly independent in ${\rm{X}}(S)$, so $S_I$ has codimension $\#I$ in $S$ and hence it suffices to show that the adjoint action on $S/S_I$ on ${\rm{Lie}}(L_I)$ supports $\#I$ linearly independent weights. But $I$ itself is such a set of weights in the subset ${\rm{X}}(S/S_I) \subset {\rm{X}}(S)$.
