This delay is by design and how things work in a session:

If the master had executed the same command as the slave, at the exact same time, then any fatal command (resulting in a crash) would crash both stations, resulting in no backup/redundancy.

The slave executes each command locally first, if it is successful/non-fatal, the command/result is transmitted to the master which distributes it back to all stations, and with multi-line complex macros the delay this safety measure introduce may eventually be noticeable.

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While I would recommend to NOT run such complex macros during showtime, you could hide these symptoms by exploiting the fact that syntax in sequence cmd-links are executed by the actual Master:

If your Layout-macros only has one macroline that triggers an empty seq/cue with a cmd-link that triggers the actual complex macros, then the complex macros would be forced to run directly by the master.