Mac – vim macro to convert CamelCase to lowercase_with_underscores

I suggest you use :try to "absorb" the submacro's error.

Here is a silly example:

:let @a='f|dt|@a'
:let @q=':try|exe "norm! @a"|endtry^Mj0@q'
@q

Your wrapper macro would look something like this:

let @r=':retab^M:try|exe "norm! @w"|endtry|try|exe "norm! @e"|endtry^M'

When you record a macro, the register is emptied first and filled as you go so it's very unlikely that there exists a built-in way to save your previous macro while you are halfway through another recording. A way that doesn't involve writing a wrapper around q, that is.

I and a lot of people use a temporary register (@q, for example) for all our one-off recordings. Maybe you should, too.