It looks like you started by copying the XML from more than one Action, so you've a rogue opening:
<dict>
<key>Actions</key>
<array>
...at the top plus some extra cruft near the bottom.
You can also miss out the ActionUID (which gets regenerated anyway) and all the XML definition and plist stuff -- despite what I posted earlier.
So, assuming you're after:
...this script should do you:
set t to "<dict>
<key>DisplayKind</key>
<string>None</string>
<key>HonourFailureSettings</key>
<true/>
<key>IncludeStdErr</key>
<false/>
<key>IncludedVariables</key>
<array>
<string>9999</string>
</array>
<key>MacroActionType</key>
<string>ExecuteAppleScript</string>
<key>Path</key>
<string>/Applications/Adobe InDesign 2026/Scripts/Scripts Panel/DR Delete Rogue Line Endings.scpt</string>
</dict>"
tell application "Keyboard Maestro"
tell macro group "InDesign"
set TheMacro to (make new macro with properties {name:"New Test"})
make new action at TheMacro with properties {xml:t}
end tell
end tell
If that isn't what you're after then post a sample KM macro so people can dissect it.
If you are doing a bunch of these you might find it easier to create a single importable XML structure containing all the macros -- see this recent thread for an example.
