This might be fixed in 2.7, I just haven't been able to test it on another machine yet.
2.6.4
In macro editor I made the following macro:
Cue execute 4/1 enter
Result of macro is to ignore the 4/ and execute the current list cue 1.
Edited the macro to be
Cue execute cue 4/1 enter
And works as expected.
This isn't a problem, exactly, as it makes logical sense to specify the cue key - however when doing this via keystroke and not via macro in live, the console automatically assumes "cue" if you type [cue] [execute] [4] [/] [1] [enter] so I guess I'm just reporting that there seems to be a discrepancy between the keystrokes needed in live vs. in a macro. This happens regardless of macro mode.