How are case selection conditions and case weights handled in recorded macros?

It depends on whether you are recording a Master Macro or an Analysis Macro. The general rule is that case selection conditions and case weights specified via the Select Cases or Case Weights buttons in a specific analysis are recorded into the respective Analysis Macro as well as the Master Macro (if one is being recorded at the time); when case selection conditions or case weights are changed from the Tools menu, then those changes are only recorded in Master Macros. For details, see What exactly is recorded in analysis macros?, and What exactly is recorded in master macros?.