Sadly, nano does not currently support recording/replaying more than one macro at a time. It also does not save them. So as far as I can tell, you know all about Nano's macros as there is to know! If you would like to be able to store more than one macro, the attached quick-and-dirty patch should work, it adds inc_macro and dec_macro functions which you can bind to anything you want. Macros still don't save however.
more-than-one-macro.patch