Are you intending to try to add it to the standard macro libray, or trying to create a new macro in a BP? Theres a +Macro button just like +Variable and +Function in each blueprint.
You’re still in standard macros you need to create a macro from your event graph. When you are in the base event graph you would add a new macro and then you will be able to add a delay. Currently what you are doing is opening up a a preexisting macro, which opens up Standard Macros, and adding a new one to Standard Macros. You need to add a custom macro.