Yes you are right. It would be Group E.
In that case, the location is automatically Division 1 [500.5(C)(1)(3)]. However, pyrotechnics aren't generally in the scope of the NEC [500.1 FPN or Informational Note No. 1, depending on the edition].
If it is a case where it is in the scope of the NEC, the installation 13 subject to Section 501.145(A).
You may also need to check if the installation is in the scope of NFPA 1124: Code for the Manufacturing, Transportation, Storage and Retail Sales of Fireworks and Pyrotechnic Articles, 2013 Edition.