Okay guys, I tested it multiple times, and here are the confirmed results.
American M1917 MG Nest: Can NOT change targets
Wehrmacht MG42 Bunker: Can NOT change targets
British Vickers MG Nest: Can change targets
PE 2cm Flakvierling 38: Can change targets
The American and Wehrmacht MG Bunkers are both considered buildings, while the British Vickers and Panzer Elite Flakveirling are both considered units, and can be commanded as such.
Oh, and as someone mentioned earlier, the Vickers MG's field of view is much smaller than it's arch shows.