My macros are exactly the same as yours except they assume that you're already in PDFPen Pro, so they only have the single step which coincides with the App's Opt-Shift-Cmd 1, 2, 3, 4.
2, 3, & 4 work perfectly. Only #1 kicks Skitch to the front and doesn't highlight anything. I figure Skitch has a shortcut that uses the same or overlapping keys, but can't find anything in the menus. I have also looked in KeyCues, but not been able to find anything in Skitch with those keys.
Thanks!