Can “Extra” commands (e.g. “Change Recording Device”, “Adjust Recording Volume…”) be used in macros? They aren’t listed under “Choose command”.
Not directly. As it says near the top of this page; Scripting Reference - Audacity Manual
“A few commands are intentionally omitted from the Macro Manager (such as “Close:”) because they are unsuitable for use in Macros.”
For example, both “Change Recording Device” and “Adjust Recording Volume” open dialogs that require interaction, and both of these settings are more conveniently available from the main GUI.
The reason that these menu options exist at all is that they provide better accessibility for users with special needs, such as blind users.
It is possible to create keyboard shortcuts for these commands (in the normal way: Shortcuts Preferences - Audacity Manual)