As Martin as already explained, even if it were possible to make Synedit's macro facility use OutputDebugString (which cannot be done without changes to the macro's implementation), the macros are NOT running under a debugger, they are running as part of the IDE, therefore if OutputDebugString was called by the macro, the message would go into the bit bucket because the app (in this case the IDE itself) isn't being debugged.
Yes, PascalScript can be "extended" with external functions but, that implies full access to the PascalScript instance (for it to be customized with functions it makes available) which the macro facility does not provide. IOW, the functions needed to tell PascalScript to use a particular Windows API are not available within Synedit's macro facility.