Its possible to use a macro for webchecks and provide a username and password but this is not working 100%:

If the macro parameters are empty, they are still being sent which results in a 401 statuscode response rather than 200.
It is not possible to use a macro for the "authentication" part, to switch between None/Basic/NTLM.

This can be fixed two ways:
1) Do not authenticate if both fields are empty (e.g. contain a macro that is not set on none of the levels)
2) Make it possible to use a macro to switch between the authentication type.

It appears to be the case only when the macro has been defined on template level with an empty value.
If nothing is defined it does properly "not authenticate" resulting in a 200 status.