With in reason, SC2 will not leak.
Obviously you can have leaks in the case of not nulling un-needed globals but this will only ever be very small. Also not everything is recycled so it is possible to leak units if you do something stupid (make sure you remove them or allow them to be killed).
Locals will not leak in SC2. Unit groups, player forces and locations (well their SC2 equivilent) all do not leak (they get removed if no variable points at them).