When using the following, agent executes and behaves as expected:

system.run[/bin/wget -N -T 60 -P /var/lib/zabbix/scripts/ http://10.1.1.3/downloads/installer/linux/scripts/zabbix.sh] // Works

When the previous command is placed in a MACRO, the agent fails to run and returns a 'No such file or directory'

{$GET_SCRIPT} = "/bin/wget -N -T 60 -P /var/lib/zabbix/scripts/ http://10.1.1.3/downloads/installer/linux/scripts/zabbix.sh]"

system.run[\{$GET_SCRIPT}]  // Fails -----

This is not universal (I monitor >1000 systems); however, this did happen today on roughly 250 systems.