From what I've read (and experienced myself), macros run from within AHP run differently than those that are downloaded to the CM15A. This is certainly true about anything based on conditions. From my experience, conditions are ignored when you click on the macro in AHP (don't know why - perhaps so you can test the macro actions without needing the conditions to be true?)
I didn't see any description of the macro itself (maybe I missed it).
What does the macro do?
Are you using the macro to turn on a bunch of lights at the same time (with no delays between them)?
If so, I have seen, with my own Switchlincs, that they don't respond if they are addressed in the same macro as X10 switches. The workaround is to put a delay (even a delay of 0 seconds works) between the commands.
That way, instead of the CM15A sending:
C1, C2, C3, C On
it will send
C1, C On, C2, C On, C3, C On.
For some reason, I've found that the Switchlincs (at least some of the ones I have) don't respond if they are not the command immediately before the "On" command. Putting the delay in worked for me.
It doesn't hurt to give it a try.