In the Keyboard Maestro Editor, select the macro group and check the settings in the right-hand pane. Note that, underneath "Display in menu bar", there are options for the text that is to appear in the menu:
With no title
With macro group title
With custom title:
With title from variable:
So on that basis, you should be able to work out where the text "COPY" and "MACRO" come from.
This suggests that the group contains no macros that are activated, so check for that.
I hope those are useful clues, but if you need more input here, let us know. Consider posting the macro, and confirming the settings for the group may help too.
I’ve moved this topic from the Macro Library Category because this Category has its purpose to share macros and Code in the different Languages that are supported by Keyboard Maestro.
Please rethink your next posts in which category they may have to be posted in.