How would I make the trigger:
If current player buys a hero, then a) Center point/region on his bunker and create unit, or b) Create unit at his bunker.
[note: current player*, there are 8 different players with 8 different bunkers.]

And since this will apply to a bunch of heroes, and therefore a bunch of triggers exactly like the above, is there a way to say:
If player has his "buy hero menu" CLOSED, then skip all those triggers in the trigger cycle for that player. (So those triggers won't be checked for if they meet the requirement, and reduce trigger lag)

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Also, I have to create (a bunch of) units for each player at his bunker. Is there a way to loop the units for each player at each location?
Currently, I have:
Create A at Point 1 for Player 1
Create B at Point 1 for Player 1
Create C at Point 1 for Player 1
Create D at Point 1 for Player 1
Create A at Point 2 for Player 2
Create B at Point 2 for Player 2
Create C at Point 2 for Player 2
Create D at Point 2 for Player 2
etc.

The units A-D are the same, but the points and players are different. Currently, I have 88 (11 units * 8 players) actions. Is there a way to make it less (some kind of loop).

You'd have to fill the point and unit type arrays, but after you did that, this is the kind of loop you'd be looking for. Since your points aren't based on an algorithm, they have to be manually specified, which would cause the several lines.

If your points were based on an algorithm, of course, you could cut down the lines of actions by using a loop like mentioned above.

Use "Cargo Unit" action to load a bunker.