> <Macro_1>
> <Macro_2>
> <Connect>
> <Disconnect>
>
> I have defined the OnMacroSubstitute event, but it never
> gets called, any reason why??

Try

<<Macro_1>>
<<Macro_2>>
<<Connect>>
<<Disconnect>>


The defined BeginMacro EndMacro characters must be doubled in order to
be interpretted as a macro.

Also not that, at this stage, the macro names must consist only of the
characters...
[ 'A'..'Z', 'a'..'z', '0'..'9', '_', '.' ]

Any other characters in the macro name will cause it to be ignored.
In IBO4 this may change to permit quoted identifier values.

HTH

Geoff Worboys
Telesis Computing