If the unit you registered is removed then you are technically at the presence of a memory leak (memory space and resources used for nothing). I don't know if this leak is sustantial though (ie. effect leaks are like 11 KB (a lot), removing a unit always leave you with 0.04 KB less of memory (you can't do nothing, but the value is marginal)).
This is why that method you are using usually needs a trigger rebuild function, unless, of course the units registered are intended to be permanent in your game. I don't know anything about a limit of units registered (i think this is a myth, see next parragraph).
Bribe old Damage Engine used a Unit Indexer, so whenever a unit was deindexed (basically removed from the game) a counter will increase up to a limit. When the limit was reached, the rebuild actions will trigger: you destroy the trigger, you add the condition/action all over again, and then you register all non-deindexed units again using the same unit indexer system for this matter. You could use a hashtable or even arrays as a pseudo indexer. I don't think that old Bribe's Damage Engine broke at all when registering lots of units, as it used the specific unit registration plus a trigger rebuild but that only fired when lots of units were removed from the game and not because there were simply lots of units.
But if you have a recent version of the game (don't know the exact version, i think it is 1.29) then there is no need to even do that, as recent patches feature Generic Unit Damage Events (just like ie. unit spell effect, unit pick up item, etc). These events are not accessible in GUI so you will need to code it in JASS (just an example):
JASS:
function codeVariable takes nothing returns nothing
//damage stuff
endfunction
function myFunction takes nothing returns nothing
local trigger triggerVariable = CreateTrigger()
call TriggerRegisterAnyUnitEventBJ(triggerVariable, EVENT_PLAYER_UNIT_DAMAGED)
call TriggerAddCondition(triggerVariable, function codeVariable)
set triggerVariable = null
endfunction
Following this example and in a GUI Map Initialization Event you do a custom script: call myFunction().
You can make a global trigger variable in GUI, but here you will need to add the prefix 'udg_' on the registration (ie. udg_triggerGUIVariable).
You also have another useful related event:
JASS:
EVENT_PLAYER_UNIT_DAMAGING
This fires before UNIT_DAMAGED.
Or you can always abandon all this and use a Damage Detection System if you want. If you know some JASS and because of the new 1.29+ functions i think this is unecessary unless you want a specific feature on a DDS (ie. Bribe's Damage Engine has reccursion safety, a good event API, and you can detect AOE damage, but you bet that the price is that it uses lots of resources).
TEST Damage
Events
Player - Player 1 (Red) types a chat message containing -td as A substring
Conditions
Actions
Set VariableSet TempUnit[0] = Dummy 0018 <gen>
Trigger - Add to TEST Damage Copy <gen> the event (Unit - TempUnit[0] Takes damage)
Game - Display to (All players) the text: DONE
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