In the heat of battle I tend to lose track of where my probes are or where the nearest probe is. Is there a shortcut or a quick way to locate specific units on the map in case I lose them?
Lost units in general? No. Probes? Sometimes. Any time a worker (probe, drone, scv) is just sitting around doing nothing, he is considered an "idle worker", and the logo of the worker appears in the bottom left of the view area, with a number telling you how many idle workers you have. Clicking on it (or pressing F1), will cycle through them.
If there's a specific unit you keep losing, Tzenes's answer describes how to put a unit in a control group.
Short answer to your question: No. Unless you use hotkeys or the idle worker icon
If you are talking about probes though, the truth is, you don't need a special probe for just building structures. So there's no real need to be able to find where you left the probe in the heat of battle.
Let's say you want to build a pylon. Here's what I would recommend:
Results: The probe builds the pylon, and then goes right back to gathering minerals. Whenever you need another pylon, gateway, etc... repeat steps 2-5
I'm not sure what you are asking, but it sounds like control groups would solve this problem.
Control groups are groups of units which you can specify to be selected by a single key. To create a control group select a group of units and hold control and then press the 1 key. This will bind those units to group 1. You can now reselect them by pressing the 1 key. To try this, select some other unit then press 1.
You can rebind control group 1 by selecting some other units and again holding control and pressing the 1 key. This will overwrite whatever was in control group 1 with the currently selected units.
To add a unit to a control group select the unit to add and hold shift and press 1. This will add the selected units into control 1 while preserving the current units in that control group, effectively merging them.
In addition to control group 1, you can also use control groups 2-9 and 0 by replacing the 1 key in the example with the key number of your choice. You may only use number keys to do this.