I must have misunderstood.  In what scenario would a macro be "pending"?  Only if it's set to run in xx seconds/minutes?

What if he broke up his long macro into a 'beginning' and 'end'
When he starts the long macro, have the 'beginning' macro issue the 'end' macro in 5 minutes (or whatever time is applicable).

That way if you hit a button to STOP the long macro, what it will do is to cancel the pending 'end' macro and the 'beginning' macro would be finished anyway.

Still need an XP-8, and you'd have to figure out how you can break up the macro into two sections.  Something like lighting may be easy depending on what system you're using - you could issue the long light fade out in the lighting system itself, then if you cancel the pending macro your new light commands will override it.