There are many things macro won't record, including most Ribbon actions. In any event, when creating code, the macro recorder is about as smart as a box of rocks.
The code you've posted as Macro3 is missing some required BuildingBlockEntries.Add parameters. The required parameters are:
• Name
• Type
• Category
• Range
The macro recorder should have recorded all of the required parameters, but evidently it doesn't.
For your purposes you'd need something like:
Code:
Sub Demo()
ActiveDocument.AttachedTemplate.BuildingBlockEntries.Add _
Name:="WEL", Type:=wdTypeAutoText, Category:="General", Range:=Selection.Range
End Sub