To be honest, I don't "need" a Macedonian leader from Yugoslav times. I have little knowledge about history of this country, so I don't have any idea even for UB and UU. So please, give futher ideas

.
As dedokole pointed out, a Macedonian leader could be Samuilo.
I have pretty hard times with Slovenia as well. This country was never independent..
One could consider Milan Kučan as the leader, as well as Janez Drnovšek, or even Primož Trubar or France Prešern. (Please, do not get mad if you're a Slovenian - my knowledge on great people in Slovenian history is rather ... slim, so please, place your suggestions!)
As for the UU and UB, someone from Slovenia would be much better than me...
About Bosnia- I was thinking about Bosnian Infrantry from A-H times (they've had own uniforms and "status"). Really NO IDEA for leader and UB.
UB - burekdžinica (well, this is a joke fully understandable only to folks originating from former Yugoslavia

)...
Ok, for real this time:
UU - Armija BiH (B&H Army) - Bosnian (or Bosniac) infantry from recent war (1992 - 1995)
Leader - King Tvrtko I, King Stjepan Tomašević, Queen Katarina Kosača-Kotromanić, President Alija Izetbegović
Montenegro- maybe king Nikola I?
Leader - Vladika Petar II. Petrović Njegoš (Vladika means something like a bishop, but also with head-of-state powers - if someone knows a better translation, please provide!), King Nikola I. Petrović Njegoš, Queen Milena Vukotić (yes, I know it's a looooong shot...), Prime Minister Milo Đukanović... (again, folks from Montenegro are much, much better than me in this - please, contribute!)
SF