If you have your sub-macros in a macro group with an obvious name like “Wonder Palette Submacros” to go along with your “Wonder Palette” macro group, then it will not be too confusing.
You can share or export macros from multiple groups and they will retain their groups.
It is not recommended to use Execute Macro on disabled macros or even inactive macros - I don’t guarantee that will work since it goes against Keyboard Maestro’s general rule that a macros can only be executed when it is active.
As suggested, you can have either a disabled Comment macro (disabled macros will not show up in the palette), or a zz)Help macro that does show up in the palette - this macro could even offer to disable itself if desired so that it would then be removed from the palette.