There's no touchscreen menu for this, so you can stop hunting through the wizard. The macro names themselves (START_PRINT, END_PRINT and the rest) do get picked up automatically, which is why your files still print at all. But that only covers the standard names. Any custom logic you baked into your zMod profiles lives in the macro definitions on the printer side, and Kiln OS ships with its own versions of those macros. Your old definitions don't carry over, same as the printer.cfg, mesh and PID didn't. The setup wizard builds fresh config files from scratch, it never imports your previous ones.
What I did was get into the config over the network instead of the touch screen. Fluidd runs on it, so open that in a browser on your PC, go to the config files, and find where the macros are defined. Then pull up your old zMod config and compare the two side by side. Whatever custom parameters your Orca profile passes into START_PRINT, things like layer change hooks or filament-specific temperture handling, you'll need to manually translate into the new macro files. Copy over the bits you actually customized, not the whole macro, since the stock Kiln versions handle the IFS and tool changing differently than zMod did. One thing to keep in mind: the print preview in OrcaSlicer only shows what the slicer itself generated. Printer-side macros run after the file lands on the machine, so the preview will never reflect changes you make to macros no matter what you do. That part is expected behavior, not a sign somethig's broken. If a print starts and the custom bits are silently ignored, it's usually because your Orca profile is passing a variable that the new macro doesn't know about. Klipper just skips unknown parameters without complaining. Add a quick log line or a status message inside your edited macro and you'll see right away wether it's firing and what values it's receiving.