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I wonder if you can spot the error in the manual?

On page 398 of the manual it says:

Edit a macro
1. Open the macro you want to edit by pressing A and choosing its name from the Macro menu.
2. Make any desired changes.

Thanks for spotting this detail Patrick, I'll file the issue. It looks like the font that shows the little keyboard key icons was not applied to the letter "A". It should display as a Command key icon.