Ahah ! And they said it couldn't be lazier. :)

 Forgive my ignorance but when I click create icon nothing happens...

Seems to be a LUA error in the Mage.lua some where around line 9.  I am pretty good with LUA code and I dont see anything there. 

So I tried out the outlaw-alt. Went to training dummies, clicked icon and stealthed, clicked the icon again and got told I needed a target even though I was targeting a training dummy. Tried targeting different dummies. Nothing helped. Did I miss something?

Try using it on other characters. Like in a duel. Some macros wont target dummies as a valid target.

What about in game mobs? Not targeting them either.

Wait....ignore this. Problem may exist between chair and keyboard. (I may be an idiot--I'll get back to you on that.)

Ok. So I am an idiot and I still can't get the macro to work right.

Problem #1 Turns out your Combat macro doesn't work when my rogue is in Subtlety spec. Go figure.

Problem #2 So when I switch her to combat spec she does stuff when I push the macro button but even though she's doing stuff I still get the voice telling me I need to target something. 

Also she may be getting hung up on Blunderbuss--as in the macro keeps trying to Blunderbuss when it hasn't proc'ed and won't take Pistol Shot for an answer. That could be me again though just having too many addons that conflict with each other.