Under supported macros (https://www.zabbix.com/documentation/2.4/manual/appendix/macros/supported_by_location) for Web monitoring is in unclear, that macros are supported only without numbering <1-9>, so instead of

as used in messages,

needs to be used.
Same goes for HOST.NAME, HOST.IP, HOST.DNS, HOST.HOST.
There is a little number 5 as a comment there, so I expected this to be cleared there, but it only said which version is supported.