I can vouch for personal experience with macros and Linux, since I made my return to it this month. It's not ideal yet, but it's workable, and there's a generational transition taking place while moving from x11 to Wayland, since the two have different notions of input, so you have to wander through some compatibility stuff to find your way.
This is annoying, but already much better than the Windows story, because you can customize things right down to the kernel level and generally get the result you're looking for in a pretty direct fashion. I now have it set up so that it detects the model of keyboard I plugged in and redirects specific models to specific macro layers - a seemingly obvious two-keyboards use case that can be a serious hassle on Windows without resorting to a hardware solution.
This is annoying, but already much better than the Windows story, because you can customize things right down to the kernel level and generally get the result you're looking for in a pretty direct fashion. I now have it set up so that it detects the model of keyboard I plugged in and redirects specific models to specific macro layers - a seemingly obvious two-keyboards use case that can be a serious hassle on Windows without resorting to a hardware solution.