I was trying to find a solution to this very issue at the weekend. The only thing I found was that if you place a macro on an unused hotbar button you can copy that button to the one you want via your macro. I hope that makes sense. You can't macro copying a macro itself direct from the macro 'creation' system, as you would with an action, for example. It's unfortunate.

I tried with cross-hotbar swapping & couldn't get it to work at all but apparently it's easier with plain hotbars (as are most things).