It would be nice to also have a "Custom on fail" checkbox next to the LLD macro's in LLD with at least the possibility to discard the value or assign a predefined value to the macro.
I've come across a few REST API's where I need macro's extracted, but the required json path does not always exist in every array element used by LLD. In such a case I'm not interested in that array element and I'd like LLD to ignore those elements.
Currently the macro's that Zabbix fails to resolve due to such a missing jsonpath, are just not defined, but the item prototypes are still generated, with an unexpanded macro name for those macro's.
This can be "fixed" by setting a filter on those macro's that can have missing jsonpath's. In this case LLD works, but for each element without those required jsonpath's now an error is generated:

Cannot accurately apply filter: no value received for macro "{#MACRO}" json path '$.json.path'.

Which is a bit ugly when this is known behavior of the REST API that is being queried.