Steps to reproduce:

1. https://www.zabbix.com/documentation/current/en/manual/config/items/itemtypes/calculated
2. https://www.zabbix.com/documentation/current/en/manual/config/macros/lld_macros

   LLD macros can be used:
    
   for item prototypes in        
   ...
   calculated item formula
    
   for trigger prototypes in        
   ...
   expression (only in constants and function parameters)
   

Try to create calculated item prototype with key like:

last(/{#LLD_MACRO}/key)

Result:

Expected:
Since this functionality is not supported by current design exceptions should be mentioned in documentation.