Is there a way to actually send a command or link the button to another and save it??

When you look at the XML file, find the device you want to add the macros to and then add them under the
"ACTION LIST" for that device. All actions have an Action ID="##". Even the Learned IR codes do, you just have to find them within the xml file. This can be done by creating a macro on another device page that you can hide, name the bitmap someting you can use to search for it, say "dvd1", and then create the macro there. Open up the xml file, search for this name, and you'll see the list of action ID's.

Add this to the Device that you want, and your set.
It is easier to find the Action ID you want if you use soft bottons, as they show up as Buttons, and it seems that the software adds Hard Button Ids even through they shouldn't be there. For example, a marco I made only had 4 links to it, yet in the xml file, it shows there are 6 links!! This I can't figure out.

Also, I found that you can save links to the Device Overview Hard Buttons, but if they link to other Hard Buttons, they don't save. If the link is to a soft button, it saves the link fine.

To hide devices you don't want to show up on the Device Overview page(s) use 0 for the Bitmap, size it to a 1x1 pixal, and locate it to a corner of the screen.