Linux standalone 64-bit binary (tarball), Stable Build 3047.

Easy to recreate.

Open up a project or at least some folder.

Ctrl-Alt-Q (Start record Macro) … Record starts
Ctrl-Shift-F (Find in Files) … Dialog opens at bottom.
Search for what you are searching for, New buffer opens with stuff.
Ctrl-Alt-Q (Stop record Macro) … RECORD STARTS!!!

Proper behavior seems to occur if you do it with the menu pulldowns, BUT the save macro command does not seem to do anything.