Regarding to this post I decide to make this short tutorial.
1. you need to be logedin as Admin or Agent of your ZD account.
2. open this link XYZ.zendesk.com/api/v2/macros.json?per_page=99 (but change XYZ to your zendesk account name)
2a. If you have more than 100 macros, you should export one more JSON file cause it's up to 100 macros per export. Second file is on this url https://XYZ.zendesk.com/api/v2/macros.json?per_page=99&page=2 (replace XYZ to your ZD name)
3. When json file is loaded, save it on your computer (CTRL+S or CMD+S)
4. Open site: https://json-csv.com/
5. Upload your JSON file
6. Wait a little
7. Click on Download button.
Ta-Da, you have your macros exported in CSV file format.
Hope this helps!