I think what he means is he wants to be able to for example press "1" and be sending orders to that specific agent, so numbers 1, 2, 3 and 4 control which unit you have selected to command, individually.
Then he wants a button, say "5" to send orders to all of them, so they all get the same command. It's still defining a state of either only one or all of them. (maybe i misunderstand too though, i'm sick and pretty medicated :p)
I would setup a state of [selected] and [not selected] for each agent and toggle those states for each agent with your selector keys, then use one key to put them all into the [selected] state so they all get the order. Next, depending greatly on your pathfinding solution, you might need to have them identify if there are other agents selected and give them slightly different destinations so they don't walk on top of each other.
There's some info floating around on how RTS games handle this. I messed with it a while back but don't have the links to the study articles anymore.