I’ve been trying to the same thing… I sometimes use abelton live 9 and it’s really simple… I’m trying to phase it out cause I’ve been using cubase since sx3. I really don’t think it’s possible… macros in Cubase are only for keyboard shortcuts… it’s probably best to find synth and samplers with the Marco functions built-in… like massive or kontakt 5. Hopefully cubase figures this out soon enough…