How do i make it so a location is centered on a unit at all times? I tried:

Con:
Always
Actions:
Center location on civilian

Preserve

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But for some reason, it didnt work. Why is this?

Make sure you choose the correct player that owns the civilian and make sure you run the trigger for a player that is actually there.

Centering a location only centers it on the leftmost of the unit you specific owned by the player you specify. Although it would be nice, you can't just center it on all of them.

And unless you have that specific civilian the entire time and need it on him all the time, I wouldn't condition "always"

Well, the player starts out with 1 civ, so i wanted the location to be on him at all times.

Current Player brings at least 1 Terran Civilian to Anywhere
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Center Location "Civ Location" on Terran Civilian at Anywhere for Current Player
Preserve

I don't know the specifics of your map of course. Are you sure it isn't centering on him? I like to create an effect at a location if I'm not sure where it's going. I.E.

Current Player brings at least 1 Terran Civilian to Anywhere
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Center Location "Civ Location" on Terran Civilian at Anywhere for Current Player
Create 1 Protoss Shuttle at "Civ Location" for Current Player, Apply Properties: Hallucinated
Kill all Protoss Shuttle for Current Player
Preserve

Yeah maybe the location IS centered but when you run the trigger for another player that uses that location the location has already been moved to another player's civ?

Well you could also have the location follow him as he moves...
I'm not exactly sure if this is it but I think it's something like:

Conditions
"Current player brings at least one civilian to anywhere."

Actions
"Center location X on civilian at anywhere."
"Move location X with civilian at location X."
"Preserve Trigger."

Not sure about the wording once again but I think this is pretty accurate.

Make sure you don't use Always as the condition when centering locations on a unit, because if the unit dies or something the location will be moved to the middle of the location you tell it to center on the unit in, just use Bring instead. I've found the hack called KCernal(look it up on google, I can't post) incredibly handy, as it has a location viewer in it, so you can use that to make sure the location is in the right spot.