It's not something I've ever done in Mach 3, but standard macros only run at a 10Hz refresh rate, so if you're relying on the macro to start/stop motion depending on the touchplate/probe input, then it won't work.
That info is incorrect. Macros run plenty fast enough, and in fact are used by thousands of people to auto zero there tools. The macro just calls the G31 move, and then retrieves the locations and sets the zero position.