DataMystic

I find that "Insert macro" does not works with "Replace" category filters. If only they are supported!

Not, it is not intended to work. Use an Add Footer or Add Header filter as a subfilter of the search/replace if you need to.

The reason they do not work is that this would seriously impact the speed of standard search/replace operations.

This has now been added to the documentation.

Even if we use an Add Footer or Add Header filter as a subfilter of the search/replace, we can only use Macro at the start or end of file, not the middle of file. I want to insert Macro in the middle of a file.

Wrong. Please read the tutorial on sub filters.

When you add a subfilter of a search/replace, it operates on the replacement text as though it is a new file. So, by using a pattern, you can insert the text wherever you like.