The general rule for shooting is that an entire unit has to fire at the same target.
However, the rules for sallies is that they put their template down pointing in a direction within their forward arc and ping it an artillery die along that line. I.e. they don't shoot at units, they ping templates in any direction they choose within arc, any hits are resolved, then the next sallie picks a direction and pings its template.
It is gamesmanship to deliberately aim at/through your own troops or at multiple units with the same unit of sallies. It is a matter of ettiquette and standards of sportsmanship in your area whether you get called for it.
I generally go for the same unit unless in exceptional circumstances, i.e. unit wiped out or a "gloves off" game, where the agreed ettiquette is sneakier the better (but in those matches the winner is agreed as who had the newest dirtiest trick (old dirty tricks especially ones that don't require any complex arranging lose points!), not who actually won the game.