You can make this happen with a simple trigger.
Create your rescue group
-type 'rescuegrp=group this' in the group leaders init field
Create your hostage unit and name him as 'hostage'
-type 'this setcaptive true' to his init field
Create a trigger on top of him with a 20x20 radius.
-press F2 and group the trigger with the group who is trying to rescue him
-type 'hostage setcaptive false; [hostage] join rescuegrp' in the triggers on activation field
and voilá. you now have a trigger which will make a neutral hostage join your group and make getting shot at by the enemy