You're using the term macroevolution like it's something that 'happens' every day. What the term really means is the evolutionary heritage of diverse organisms can be traced to a common ancestor, through morphological and genetic examination. The family trees that are constructed this way contain branchings that constitute 'high-level' change, giving rise to very different lineages.
As for not being able to witness this first-hand, it's a process that typically spans hundreds of millions of years. The accumulation of small changes adds up to this high-level change. It's like saying we measure hot days with a thermometer, and heat waves are what we call a succession of hot days.
The dark nursery of evolution is very dark indeed.
Brad McFall