Marriage of Lisp and LaTeX – has it been done

Disclaimer: I'm a (minor) contributor to SBCL, but I was a user first. As a happy user of CLISP, CMUCL, and SBCL, here's why SBCL is my "go to" CL implementation:

Steel Bank Common Lisp meets the criteria you mention:

• Runs on MacOS, Windows, and Linux (among other platforms)

• Provides an identical API for threading and concurrency control on all of these platforms

• Has a comprehensive foreign function interface to allow interfacing with C

In addition, SBCL is a good Lisp environment in general:

• it's a native Lisp -- no JVM, no bytecode

• it's well supported by SLIME and Quicklisp

• it's a mature and complete implementation

• it's actively developed, and I've seen good turnaround when I've hit bugs

Byte code weaving and macros are two different things.

Byte code weaving is a way to intercept function calls, so that you can inject some sort of functionality (generally a cross-cutting concern such as logging) into a function call, either before or after the function is executed. Byte code weaving is done at the byte code level, which means that it occurs after compilation. The function itself is not affected. This is one of the techniques that Aspect Oriented Programming uses.

Macros are a way to extend the syntax of a language. In its simplest form, a macro is simply a way to record keystrokes, and then play them back using a hot key. Language macros work in a similar fashion; a keyword or other syntax construct substitutes for some sort of macro expansion. This is oversimplified, of course; a better example of a macro specific to Lisp can be found here.