I never really use the macro stuff myself so I can't answer that very well. You can use AutoHotKey and not SetPoint though.

But the roll over thing is okay. The only games I've ever played where it was truly a problem were things like ARMA or other deep simulations with insanely complicated controls.

I have this chromebook that has some weird keyboard setup where depending on the keys you're trying to press you might be able to press 7 or you might just be able to press two out of the three. IIRC your scenario probably would have worked fine, I think they probably gave it better abilities in that area of the keyboard.

Anyways, there's always autohotkey for setting up macros

As adrian mentioned, it can be hit and miss. On my lenovo laptop you can't press space when holding up + left arrows. Many other key combinations with 5+ keys work. For platformers it's a no go, so I'd always recommend something with N-key rollover to avoid weirdness.