Can I make a trigger that will make two player harder then one?

Like make it so enemies have higher health, do more damage if your playing it two players

"Set Player Handicap" does exactly that - make all units held by a certain player increase in health by a percentage.

Yep I thougt it made, but I can't seem to find an event like "if player 2 is active" or something...

You want to do If. Then for the condition "Player slot status comparison."