I use plenty of DSL's in my daily work maintaining 1 million+ lines of C++ code used by very large companies around the world. No macros needed or wanted. More than 90% of the production code is generated from DSL's.

Outside of C++, Haskell has many great examples of powerful DSL's implemented without macros.

The problem with macros is the compile/run time cost. I could have implemented those DSL's using C++ templates (which are Turing complete by the way) but I prefer not to.

Well, compilers have layers - you ain't outputting assembly from the AST layer directly, usually there is some kind of IR. Like LLVM have plenty of layers.

And for a simple DSL you can usually just use a sufficiently expressive language, no need for macros. Like kotlin/Scala has html DSLs that look pretty decent.

For anything more complex though, you can't just "compose stuff", a type system is a global property so for that you literally have to write something way more complex than a local macro should contain.