So I know the obvious counter example would be to let:
$W_1 = \{(a, 0) | a \in\mathbb{R}\}$ and $W_2 = (0, 0)$. Where $W_1 + W_2 = (a, 0)$ which is an element of $W_1\cup W_2$. But if I wanted $W_1 = \{(a, 0) | a \in\mathbb{R}\}$ and $W_2 = \{(b, 0) | b \in\mathbb{R}\}$ then $W_1 + W_2 = (a+b, 0)$, would that belong to the union of $W_1$ and $W_2$ ? or no?
Also, I think my understanding of this would show that it has to be stable by addition and multiplication so, for example, if $W_1 = \{(a, 0) | a \in\mathbb{R}\}$ and $W_2 = \{(2a, 0) | a \in\mathbb{R}\}$ then $W_1 + W_2 = (3a, 0)$ that would belong to the union because it's like a scalar that is 3?
I feel completely confused as to if the last 2 examples I gave belong to the union or not.
The union of two subspaces is a subspace if and only if one is contained in the other. This is the case for example with your example $W_1=\{\,(a,0)\mid a\in \mathbb R\,\}$, $W_2=\{\,(b,0)\mid b\in \mathbb R\,\}$ because in fact $W_1=W_2$ (the different names of "dummy variables" does not make the sets different).
Note however that $\{\,(2a,0)\mid a\in \mathbb R\,\} + \{\,(a,0)\mid a\in \mathbb R\,\}$ is not $\{\,(3a,0)\mid a\in \mathbb R\,\}$ (well, actually it is, but not for the reason you are thinking of; if we replace $\mathbb R$ with a field where $3=0$, the distinction becomes more relevant).