Macro Support for Query Bands in Proxy Connections
The following rules apply to macro support for query bands in proxy connections.
Once a macro has been created, its immediate owner is its containing database or user,
not the user who created it. The immediately owning database or user must have all
the appropriate privileges for executing the macro, including WITH GRANT OPTION.
The CONNECT THROUGH privilege for a SET_QUERYBAND with a PROXYUSER in a macro is validated
against the trusted user when the macro is executed.