A Very warm welcome to Beoworld.
First, I am assuming that you have already had a look at the Beo5 Information and Resource web pages HERE
I am assuming that your Beo5 is currently using firmware 1.34a, if so currently you will need to use soft volume buttons on the screen when using RC5 protocol.
I did not really understand your statement which said
Further I want to send several commands at a time. When I add more than one command the following commands are not sent. Only the first one. Anyone??
Because you did not show any following commands, please supply the list of commands you have in your macro.
If 3rd party products are listed on remotecentral.com in Pronto HEX format, then these can be converted without the need of a Lintronic or similar converter.