I think you can still do macros when switching to an activity. So if you create activity "Watch Projector", for instance, you can program as many steps as you want, including turning off the lights. However, once you're in the activity, there's no way to do macro. So if you want to program a button to turn another light on or off, you can't. You'd have to have one button for unit code and another button for on and off. Or you can have a separate activity just for that light. So it's doable but isn't necessarily the most intuitive.

As far as your matrix switch goes, it's not an issue to begin with because the remote for that switch doesn't have separate buttons for A and then 1-4. It actually has A1, A2 ... B1, B2, etc. So only one command is required to change the input. I have that switch and it worked fine.