First, if you are like most WP users, you are using macros to record a bunch of text to insert. In Word, the tool for this is AutoText, not macros. You can assign keyboard shortcuts to AutoText.
Word for Word Perfect Users
Automated Boilerplate Using Microsoft Word
Second, chances are that you have a poorly-written Add-In installed that is blocking the saving of changes to the normal template. See
Add-Ins in Microsoft Word.
Basic Concepts of Microsoft Word - from Shauna Kelly
I will be back with ideas for distributing your AutoText and macros. You do not want to be copying normal.dotm to someone else's computer!