Okay, this is pretty vague, but here goes.

I want to create 1 unit - that looks like multiple units.

A really simple example is, I want to have a Marine Squad unit.
Which has a 'selection circle scale' of 2.0.
Within this 'selection circle', there will be 5 marines.

I really have no idea how to go about this and I currently don't have Galaxy Editor nearby (I'm at University and the Desktop PC is only arriving on Friday). So I thought I would ask in here to sort of know what direction to go in.

So, when a player selects the Marine Squad unit, all 5 marines within this Squad respond to orders - such as move/attack move/attack and display the correct animations individually.

Ideally, what I would like to achieve is when a Squad Unit's hp reaches between 61% and 80% one of the individual marines will die. So, a Marine Squad with <20% HP will only display 1 marine. I would imagine this is possible through triggers - but would it require 'replace unit with' and then a separate unit which only displays 4, or 3 or whatever many marines?

It's for a turn-based map project I'm working on - sort of recreating Steel Panthers: World At War.

Any help on this will be much appreciated

You can achieve squad combat without doing this. As far as I know you cannot have an actor be made up of multiple models. First see http://www.staredit.net/topic/11209/ this and then look at the conjoined behaviour and with a few extra triggers you should be able to accomplish it.

If you need a better explanation or you have more questions just ask.