I had problems with this recently as well and tech support helped me out. It seems a couple more things need to be added to the macro when it is fired from a cue. My macros worked fine on their own but wouldn't work when executed from the list.
Add this to the beginning of your macro:
Live CLEAR_CMDLINE
It worked for me. "CLEAR_CMDLINE" can be found on the first page of commands when a macro is opened for editing.
