either he will be overtaken by units that move along the scale without pressing the defense button - so everything is fine...

They might overtake him, but whether they'll actually reach him is another story :)
I can explain how to protect one specific stack :)
Even if I was wrong about accumulating initiative, we have a combination of a unit and a hero with the same initiative. Meaning they move in turn. We do it like this: Pixies (no retaliation) and Teleport them out of there. Or even more aggressively with angels and Teleport.
Here's what's interesting: if you have a Phoenix (it seems to be the most initiative-heavy), then the hero will cast one spell on it while it moves several times. But if you have zombies, you can cast many spells, but it will move only once, if it moves at all :)