It's already known that period events causes lag a lot.
... but is there any other known issue that can cause lag?

Could it be possible to establish a list, just like we did in StarCraft 1? It would certainly be useful!

loading some complex models causes a lag for me :S
e.g. creating 10 sentries for the first time with triggers

Button events can cause big lags. Camera movements in triggers cause lags (3rd person games with fixed camera behind the hero cause lag afaIk).

The model loading is only when it loads a model for the first time?
What are 'button events'?
Could it be the 3rd person camera causes lag because they are zoomed in (which implies more detail) and have a sigh of vision very expended (a lot of objects to load in the screen view)?

I'm sure he meant key-press events, like
Any Player presses Any Key with Shift allowed, Alt allowed, whatsoever allowed.

It does not matter whether you specify the player and key itself, it nearly always causes lag, however, some mapmakers managed to make such triggers without lag, yet I do not know how.
Search for NoRoo on mapsters, they use it.

But are you referring to lag as in slowness on one's own machine, or as in slowness and choppiness due to latency and synchronization in multiplayer? The thing about loading models sounds like it would be the former, whereas the bit about keypress events sounds like it would be the latter.