But it would be much more useful if the widget would also show the relation to content used in macros. It should in the same widget as shown above. If you try to delete an element used in macros, you should get a warning the same way you do for other content types.
Sure. With the upcoming change, macros will be stored like a component (it is currently persisted inline in the rich text field). For components, we automatically store and index the references - which is what creates the dependency.
We plan to start working on XP8 at the end of this year.