When working with macros, it would be handy to let the program record actions in more than one document. An example of such a macro could be for instance one that would automatically copy the selected word of a document (for the sake of clarity, I will call it doc1) and paste it in another open document (doc2). At present, I can record the macro, copy the word in doc1, and change window to doc2, but LibreOffice does not record the paste action in doc2. It does not record either any other action in doc2, such as applying the bold format, etc.
I confirm that's not possible to do what you are aiming for.
the macro recorder is a very old feature existing since the OOo era (and maybe even from StarOffice) and always had a limited power and cannot do everything the user would like to do.
bottom line is that the status is NEW but I really doubt that there will be developers interested in fixing this.
It's better for you to start learning OOo/LibO BASIC.
here are some useful manuals: http://www.pitonyak.org/oo.php