create a macro

Two things.

1) You can configure a Startup Macro / Shutdown Macro in the Setup / System tab.

2) If you just park the addresses of the power relays, you don't need to configure any macros. They'll come on with the console and turn off with the console.

C) It's never a good idea to power LED fixtures on a dimmer. Relays are fine.

thank you I’ll look into this, the dimmers can be set as always on so in reality there shouldn’t be any dimming involved while using the dimmers. 

You should be very careful with this as unless its a dimmer that really is designed to do it, it's highly likely that even at full, the mains waveform that comes from it when relatively lightly loaded or as it switched on, will not be a proper sine wave.  

And feeding a non sine wave to the switched mode power supplies in the LED fixtures has a high probability of frying them or at the very least significantly shortening the live of the PSU.

You should be very careful with this as unless its a dimmer that really is designed to do it, it's highly likely that even at full, the mains waveform that comes from it when relatively lightly loaded or as it switched on, will not be a proper sine wave.  

And feeding a non sine wave to the switched mode power supplies in the LED fixtures has a high probability of frying them or at the very least significantly shortening the live of the PSU.