Shooting at multiple creature types

So what fvon says.

If gobo baby sit 3 trolls:
You would probably allocate first 3 hits on trolls then a hit on the goblin and then repeat for all hits.

But if for some reason you would value the trolls higher (or managed some awesome armor on the gobo) you can do the opposite and allocate first hit on gobo and then hit 2-4 on trolls and repeat.

But if you opponent manages to hit the gobo with a template like a cannon you don’t get any “look out sire” roll as they are not sharing troop type.

It is the controlling player of the unit being shot who decides, ergo you.

In the case of Bolt Throwers, you would have to randomise.

BRB p. 111: If the rank hit by the bolt is made entirely of characters and champions, or if the total number of rank and file models in the unit is less than five, it will be necessary to randomise which model in the rank is hit.

It is definitely the player who controls the unit, as is apparent, for example, from BRB p. 18 (Charging more than one unit):
"Each target unit must declare and resolve its own charge reaction (in the order chosen by their controlling player). As normal, any units that do not declare charge reactions are assumed to hold."

The "controlling player" here is clearly not the player declaring charges (in his turn), but his opponent who controls the units declaring their charge reactions. 

To add: usually the player who owns the unit controls that unit, but there are a couple of instances, where the owner may have lost (at least temporarily) control over a unit he owns.