sorry, no similar issue are found here.
to address your trouble, please reply the followings:
1. all your macros are triggered by R2, but R2 is a button on the DS4 controller which is connected to USB port 1 of S1,
so your wireless DS4 connected by BT will never trigger your macros.
2. can you export the config(rsc file) not macro(rsm file), all macros will be included in it automatically.
3. a video to show us your trouble will be better.
4. you have 2 DS4(slim) controllers,
and one of them is connected to USB port 1 of S1 with a USB cable,
the other one is connected to S1 with BT, is that right?