This is not a solution but maybe some suggestions to try.

While I accept RGB scart is probably the best quality to feed to your TV (I'm presuming an SD CRT telly) what about using S-VHS to your TV, does this still work when component is on? on an SD TV I actually prefer the S-VHS output from my JVC HD-DVDR over the RGB, might be worth a go.

Does the menu loop round? if not you could send enough lefts or Ups to get to the start of the menu and go from there in your macro's. One of Macros (for something different but on my DVD recorder) does this, the menu remebers its position but enough lefts will get to menu item 1 and then 2 rights will take me to the appropriate menu item. Makes the macro a little longer but I have jumps to a please wait page with a progress bar to remind the user to keep pointing the remote, plus the IR strength is pretty good so even if the remote is moved it tends to still work by bouncing the signal.

I'm presuming you use the CRT TV mainly for watching time shifted and live shows from your DVD recorder and your projecter for Movie's using the DVDR as a source for pre recorded DVD's. How about another DVD player for movie use. Maybe even an upscaler if your projecter is HD ready. My DVDR is OK for DVD playback but I know I could do better purely for playback with a reasonably cheap Panasonic Upscaler, only lack of space in my TV stand stops me doing this for the time being.

Or you could just lie and get the codes from Sony. I take it this means the discreet codes you need do exist. I'd guess that at some point they will be released into general circulation or be included on the link above. At least there is hope :-)