You basically just need to check if ANY invader has reached a certain coordinate (left or right). At that point, ALL invaders make the downwards movement and change direction.
Check the entire batch of aliens (with them all picked) to see if any has reached that point. If any were picked, you can set a variable and then in the next event, reverse the aliens if that variable is set. Alternatively, you can use a family to avoid the use of the variable, but it's a bit more complicated.