Our old ETC Express had Macros. Is there an equivalent function on our ColorSource 40

There aren't Macros, no.  There are Independents, which can be used like light-switches to control blocks of output - they might be able to operate your remote lights, if those receive DMX.

There aren't Macros, no.  There are Independents, which can be used like light-switches to control blocks of output - they might be able to operate your remote lights, if those receive DMX.

Our old remote on/off switch operates our regular main lighting on a predetermined setting. It allows lights for cleaning and practice in the auditorium without the need to go up to the control booth. Very handy. I would love to find a similar option for the new board.

Oh, you mean it was using the Contact-Closure input on the back of the Express console as a basic remote control?

ColorSource consoles support OSC for this kind of remote control.

If you have the AV version then you can send it over USB or Ethernet UDP.

The 'standard' version doesn't have Ethernet, and only one USB port so you'll probably need a USB hub to allow you to send OSC commands via USB while still having somewhere to plug in a USB stick.
- Note that the console won't respond to OSC commands while in Hibernate, so you'll need to leave it running.

See ETCLabs Lighthack for an example. You can send any supported OSC command, not just Pan & Tilt.