I use this:
MACRO: Export (Save) Selected Macro
It is not really a formal backup system. I just use it as needed. So before I make significant changes to a macro, I just press ⌘S to save a time-stamped copy to my external Lacie 3TB drive.
Of course, you can also use the KM built-in restore of all macros, then export the ones you want, and restore back to current versions. For more info see this video:
Tutorial -- Restore Macro from Prior Version - YouTube