I have a nice Workaround for you.
When you have all your units on a keybind, e.g. hero on Ctrl+1 and all others on Ctrl+2, you can cycle through them with Tab.
To achieve your goal, cycle to your preferred unit by Tab and press Ctrl+2 again. Now it's saved.
When you select your units again now with 2, your preferred unit will be selected per default.
Hope this helps.