I sometimes have trouble with my macros not working unless I put a small (1-2 sec) delay at the beginning of them. One other thing to look at is does the Activity Monitor indicate that it is sending the codes (i.e. the macro is running but the signal is not getting to the modules. Personally I would try and avoid telling AHP that the switches are another type of module. One of the issues with these switches is that the dfault for AHP is to send a 100% bright command instead of an ON command. (The advantage to this is if the module is on, but very dim it will go to 100% bright - if you send an "ON" command to a module that is dim nothing will happen because it is already on!) You can change this behaviour with an option in Preferences>Macro - many people have reported that this has helped them, but in truth I have never noted a difference. How is you macro being triggered? I triggered by by a time, a remote or a motion detector? For trouble shooting purposes, try triggering it with a remote.
Good luck,
Paul