Steps to reproduce:
1. Create a script that will be run during autoregistration from Scripts > Action operation. Choose it to be run on Zabbix proxy or server.
Script example:

echo {HOST.HOST} {$TEST} {DATE} > /tmp/test_proxy.txt

You will also need to create a global macro {$TEST} for the value to be represented.

2. Create an autoregistration action which is going to run the script if autoregistration happens. Make sure the target is a proxy which is part of a proxy group.

3. Initiate autoregistration and observe Reports > Action log
Result:

Expected:
Macros get expanded properly like they would if autoregistration is done by individual proxies or Zabbix server.
Zabbix server

Proxy: