Units can have invincibility.
What I want to do, and probably could do if I bothered messing with triggers long enough, is: Make Location X center on unit X and make all other units, let's say unit Y's in location X (which is centered on unit X) become invincible however all of this takes place in Location Y which contains all units. Now how do I make it so units in or under location X (and location Y since location X is in Y) become invincible and units under solely location Y are not invincible?
So far I just tried make it go through a kind of pattern of invincing, where is make all units in location X invincible and then wait 1000ms and make all units in location Y not invincible; don't know why but it doesn't work.

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If you are trying to get more than one unit invincible it is a lot harder but what you should do is set a trigger for the location to follow the unit you wat invincible and have a trigger to set unit invincibility in that location so it will always be invincible. Have another trigger for the units in the other location to not be invincible in case they somehow walk through the other location once.
Say the location you have for invinsibily is invincible and the unit you want invincible is a marine
If you want more than one. Just keep doing that wit multiple locations and multiple triggers for each unit. Time consuming but it sounds like a good idea!