I'd have to agree with Berb, try messing around with locust/Chaos abillity. But to be honest can't you just make a trigger basically saying that unit is locked on to follow the Captain and when engaged in combat they seperate. Or if you want to be abit fancy trying making Abillity buttons for Formations EG: Roman Box formation, Spear wall.
Ill mess about with the abillities and stuff and ill let you know if anything is worth taking as a suggestion!