I agree the recording method on something like AutoHotkey is a bit more geared towards permanent macros but I'd be 99% sure there is a way to implement what you have currently in it or some other macro program without the rigmarole you mention, some of which I don't think is realistic ("find", "start", "exit" for example - it should always run in your system tray - you're just being difficult ).

Saving/loading etc should be doable on any fixed key with just need a special keystroke to start the recording needed to replace your special macro key.