If the groups are solids you might not need to union them in the first place. Often, as long at the groups are solids and touching the printer will treat them as a single object. Export an stl file and see what the slicer thinks of it. If you do have to combine them, I would be inclined to just explode the groups instead of using the Union tool. Make the groups so once you have them all exploded you can make a single solid group.

As for the holes, you're running into the tiny faces issue. Avoid that by working at a larger scale. When I'm modeling for 3D printing I set the Units to meters and do my modeling entering the dimensions as if inches or millimeters are meters. Then I export the .stl in meters and upload to the slicer in millimeters or inches as appropriate. Here's an example.
Model is 56 meters tall in SketchUp.

In the 3D print it'll be 56 millimeters tall.

Another example. Again modeled in meters but this time with multiple solids in SketchUp.
Screenshot - 7_3_2022 , 9_46_46 AM.png

And ready to print with import units in inches.
I certainly won't be printing this one, though.