Is it possible to detect when a unit turns, and slow it down (with burrowed units)? I'm thinking of a kind of acceleration concept with turns making you lose speed.

You can detect current movement direction using a mobile grid (scroll down).
You just need to store the current direction and compare it with the next detection. If he didn't move to the same grid he has turned.

But i guess this wouldn't work well as sc units don't walk/fly in curves. They fly in straights and have instant turns inbetween.
So the slowdown would lag behind a bit as you cannot detect the actual facing.