I'd send a letter to the attention of the CEO.
Terry Lundgren is the Chairman, President, and CEO.
151 W. 24th St.
New York, NY 10001
212-494-1602
His office is in NYC, even though Macy's corporate is in Ohio.
7 West Seventh Street, Cincinnati, Ohio 45202
When you write the letter. Close the letter with these words
"The courtesy of a reply is expected"
Works every time--Lundgren won't personally respond to your letter, but it won't get blown off in some customer service repository either. You will get a response this way--as long as your letter is concise and your issues aren't loony.