Dead keys are very useful to type many related accented characters with just two keystrokes — first the accent ¯, which does nothing on its own, then the vowel or consonant, which types the composite glyph: ā, ē, etc.
In the MS Keyboard Layout Creator, right-click on any key, and assign it as a dead key. (The choice is crucial — using a hyphen as a dead key for the macron would make normal typing very awkward, so I used Shift hyphen or underscore, which is rarely used in normal typing).

- Set as Dead Key.png (26.53 KiB) Viewed 3188 times
Then, in the Dead Key Dialogue you start assigning your composite glyphs, and the two glyphs used to type them.

- Dead Key Dialogue.png (19.05 KiB) Viewed 3188 times
In FontCreator, your custom composite glyphs should be in the Private Use Area, and you would compose dz macron from 3 glyphs: d, z, and combining double macron (hex 035E or dec 862). Position them as you like, and set the side-bearings to suit your font design.

- dz macron.png (6.63 KiB) Viewed 3188 times