If I have two palettes open at the same time and both palettes have a macro with the same trigger, then always the same macro of a palette is triggered.
What does this have to do with? Or in other words, how does KM decide which one to select if two triggers are the same. I would have guessed that a conflict menu opens.
Edit // As far as I can tell, this has nothing to do with the names of the palettes or the order in which they were opened. 
If you macros are active with identical hot key triggers, then the conflict palette should apply.
But it might depend on what the palettes are. I suggest you create a minimal test setup and post it here. Without that it would all just be guesswork as to why one macro triggers.
As I have noticed, the matter is somewhat different than I thought. In fact both macros are triggered.
So: Two palettes, one global, one app specific for app A (both "show for one action"). In both palettes is a macro with the hot key "f".
If app A is in front and both palettes are open, then "f" triggers both macros.
This is unexpected, but not so bad for my needs. Does this have to do with global/app specific palettes? Thanks!
If your macros are active with identical hot key triggers, then the conflict palette should apply.
Are the triggers identical? Pressed, Tapped, Down, etc are all different.
Ah, yes, you're right. One trigger is "down" (because I need key repeat) the other is "pressed". That explains everything. Sorry, I didn't notice that and thank you!