Are you using Cubase Pro? Because you can export individual tracks all at once by selecting them on the left in the Export Audio Mixdown. I probably wouldn’t even try messing with a Macro for that but someone else can chime in if they have a better idea. As far as folders go you can’t export folders but you can export Group channels, basically if audio passes through it then you can export it individually. You can also now export cycle markers now like Nuendo has had for years.