More than likely they are in Cyrene. For some reason (it might be historical, I don't know), the game devs made Macedonia the faction creator for Cyrene. When the place rebels against occupation attempts by either Numidia or Egypt, it often reverts to Macedonia.

Happened to me the first time I played a GC short campaign. I've seen it happen numerous times. Toggle fow off and I'll bet that's where you find them. A second and much less likely spot is Kydonia. Sometimes (rarely) you will find a wayward Macedonian colony there.