I think the computer wakes via Energy Saver schedule (in Preferences) on weekdays at 6AM and the morning setup Macro triggers at 6:05 AM. If Keyboard Maestro is not waking the machine at all then Energy Saver is how it's happening. But I don't have too many scheduling options if that's the case.
Sorry I cannot show a screenshot outside of the KM editor because it would be too large and I would get in trouble with this forum.
Well it sounds like you've explained the problem. The computer is awake when the morning macro runs, but it has fallen asleep when the evening macro runs. That's why the evening macro doesn't run, I presume.
I believe it's possible to schedule a Mac to wake up multiple times per day, but that involves a "trick". Are you up for complicated tricks?
I might as well explain the trick here, even if you aren't up for it.
Basically, when the Mac wakes up in the MORNING, you get KM to change the daily wakeup time to 7pm in the evening. Then when the Mac wakes up in the evening, you get KM to change the daily wakeup time to the morning. It should be possible to make this quite reliable.
It's been years since I used this trick so I can't remember exactly how I did it, but I'm sure it can be done.