We cannot handle the popup when executing the macro. If we want to handle the popup the bot should complete the Execute macro activity and come outside to handle the popup. But in this case untill we handle the popup the execute macro is in executing state.
So my suggestion is to change the Macro code to remove the popup or show the popup for fraction of seconds. This will work and no need to handle the popup after Execute macro.
Use Parallel activity with two blocks of the code like mentioned in the solution mentioned below.
Put your activities to execute macro in a workflow and invoke it in the Parallel activity. Make sure you check the checkbox of Isolated property of Invoke Workflow File Activity