I also ran into this problem a couple times before. What i do now is as follows: save all of your macro's and sets you want for each page when your done, save the entire setup and name it what you want. After doing this, you can now export to your controller. After exporting, to make sure everything is still there, clear your macro assignment (you should only see one macro page after doing this) Connect your controller back with the sofware and import. Everything should be there and your good to go.
p.s just make sure you save everything as you go along, even if you change one thing, make sure you save, then export.