Maybe you could work with "any unit is attacked" event then. Do you have 1 or multiple players? If only 1, it's easier as you could check if attack orders are given with his hero as target. Or if his hero is given an attack order.
Otherwise you'd have to check which player is attacked and play sounds for him etc...
But it should be possible. Sounds interesting.
I could try to write some functions, so you can imagine what I mean.