Thanks, but I know how to group everything, that's not what I want. Just each video with the audio below. The audio comes from different sources.

is there a "batch" way to do this with all events on the 2 tracks?

Short answer is "Yes". I don't have that as a built-in tool in Excalibur. I assume the audio is not the original audio that came with the clip? Otherwise the "restore missing A/V" tool in Excalibur would work.

May we also assume that event 1 on the video track goes with event 1 on the audio track? And so forth down the line? If yes, this simple code might work:
 

            // Assume the first track is the video track and the second track is the audio track
            Track vtrack = myVegas.Project.Tracks[0];
            Track atrack = myVegas.Project.Tracks[1];

            int eventNum = 0;
            foreach(TrackEvent evnt in vtrack.Events)
            {
                TrackEvent aevnt = atrack.Events[eventNum];
                TrackEventGroup grp = new TrackEventGroup();
                myVegas.Project.Groups.Add(grp);
                grp.Add(evnt);
                grp.Add(aevnt);
                eventNum++;
            }

Start with the base found here:

http://www.jetdv.com/2021/02/01/what-is-the-minimum-i-need-to-write-a-script-for-vegas/

Then add the above code and that should do what you want assuming the first track is your video track and the second track is your audio track and you have the same number of events on both tracks and they all match. I may make a cleaner version that does more checking in a future tutorial.

Thanks @joelsonforte.br and @jetdv, there is a script for everything it seems. :)