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It is possible to send a macro with the initial SQL, but not at any other time. This is something that is possible, but we are unable to provide any further documentation on this process from technical support. It is recommended that the Teradata DBA try it out and see if the desired outcome is met.
We know that it is possible to send a macro with the initial SQL statement, but do not have documentation or testing for it.
I would also encourage adding this as an idea on the ideas page, that way other users can discuss the desire to see this feature and our development team can more accurately gauge the demand for the feature or additional documentation. At this time I do not see this topic in the ideas page yet.