I had something similar happen many years ago. So its all pretty foggy. There are 2 types of macros for Fanuc controls. I think it was type A and type B. And now its where I am in the fog. I can't remember which it is.
But for argument sake, say type "A" is what any Fanuc control can read with out anything special. But with type B
it has to have a special card or software to see it.
I ran into a machine at a place I worked at, that had a tool setter on it that had not worked since the day they got it new. And they never used it. I don't even think they knew it was a tool setter. I made it my project to get it working. The factory macro was type B and it always alarmed don't remember the number, but it is program not found.
I figured out that the machine did not have the special card or what ever to use that macro, so I wrote one similar but with more features in the type A. Don't know but could be your problem also. Also in the settings table, I think there is a place to turn on for macro's. Have you paged through the parameter pages looking for anything labeled as macro? What you need is a good book on the control. I would contact the machine manufacture and get those parameters from them.