Official comment
Hello all,
The issue you kindly reported has been officially fixed in rekordbox 5.4.
"Anchor information was sometimes incorrect in the MACRO EDITOR."
https://rekordbox.com/en/support/releasenote.php
Please update to 5.4 and provide us with your honest feedback.
Best regards,
CRM, Pioneer DJ



Then if you have assigned custom scenes to all the phrases of the MID/COOL combination, the software should be using the custom scenes you have assigned to the phrases of the MID/COOL combination. You can check that visually only by connecting the lights, obviously. Or as you already noticed, you can check that in the MACRO EDITOR, but only after performing that little trick you discovered.