I am in my capital phase, my opponent plays "Hate", wanting to steal my last resource. I have "Striking the Grudge" in my hand, but it has to be played on an attacking unit. Can I still cast Striking the Grudge and target one of my units, which gains the bonus as soon as it is attacking?

As you have to get a legal target to play your card and as you do not have a legal target to play "striking the grudge" you can not play it, in your case.

Thanks for the reply, but I though I read that some effects can be played earlier, so that they sit and wait until they can be used. In my example I guess I could play Master Rune of Valaya ( deckbox.org/whi/Master%20Rune%20of%20Valaya ) in my capital phase instead of striking the grudge?

That's true but you are not in the same case, your card has a target and this target must have a special state.

Which is not the case for Waaagh for example.