One of the most common things that will throw off the macro entirely is if said macro is executed while your changer is already playing a disc and is prohibiting the macro from executing the stop action at the beginning.

Prohibited user operations (P-UOP) are generally in effect when a commercial DVD disc first starts playing. During the FBI warning, disclaimers, advertisements and such the player won't allow you to stop the disc or go directly to the menu for instance.

Now P-UOP's will cause the macro from not working at all if I am not mistaken. Having a disc playing in general when running the macro will cause the display menu to remain up at the end of the macro sequence regardless. This is because while a disc is playing there are two display menus to advance out of at the end. Adding an additional display action at the end of the sequence is not a work around, because if you do this you must then always execute the macro while a disc is actively playing. If a disc is not playing there is only one display menu to advance out of at the end, hence the stop action at the beginning of the macro.

stop
display
enter
slot number
enter
display

I would suggest testing the macro to ensure the stop action at the beginning is in fact stopping a given disc first before cueueing up the next one. Maybe your stop code is not working faithfully all the time. I am curious what model DVD changer you are using as well. I have only tested this macro sequence with my Sony DVP-CX985V DVD changers. If you are using a different changer perhaps there is something I have not taken into account. Anyway, good luck with it. Hopefully you have everything ironed out already.