Excellent suggestions.
The Tipro Futuro breaks too many rules that I forgot to list in my original post, but thank you for the suggestion.
The Azio Levetron Mech 4 is extremely tempting, if hideous

I'm pretty sure my right wrist would sit exactly on the fold lines of the wrist-rest. I wonder why they did that. Pity about the blacks, but I can understand why they went that way. This is clearly a gaming keyboard. Again, thank you for the suggestion. I'll keep an eye on it. And see if I can possibly source it in Australia (unlikely). On further inspection it also breaks one of the rules I forgot to mention, so without further ado; a revised list:
What I want is
• Tenkeyless,
• With a wrist-rest
• MX Cherry Blue switches
• With a single column of macro keys on the left OR macro keys in the space around the arrow keys.
• Proper US ANSI layout
• FN key not replacing winkey nor replacing menu-key
• PS2 with NKRO
• Minimal 'bezel' around the edges - I want Tenkeyless to reduce the size, I don't want wide funky borders taking up unnecessary room. (can you tell this one got added after seeing the Mech4?)
I keep seeing mentions of autohotkey, but I hadn't previously realized that you could rebind unused keys like scroll-lock. That sounds like a suitable solution, particularly given how few macros I use on a regular basis.
Also, in answer to my own original question, I had a thought this morning. Macro keys generally (always?) rely on USB connection. NKRO relies on PS2. Maybe that's why they seem to be almost mutually exclusive?
The Mech4 claims to be USB and have NKRO so maybe I've got my facts wrong.
I honestly think I'll end up getting a Leopold FC200R from overseas, or Filco Majestouch. Not sure if it'll be the Majestouch2 or the Ninja. Perhaps I'm being indecisive, but there is so little difference between these 3 boards that it's difficult to decide.
My original choice would have been the Leopold, but the only Aus store that sold them decided to start stocking the FC700R instead, which breaks my rule about the FN key.
Any opinions on FC200R vs Majestouch 2 vs Majestouch Ninja?