I'm not sure if this is a bug report or a feature request. Probably the second one.
In LyX it's ok to define a Math Macro in a Master document and use it in a child one. It's also ok to use math macros that are defined in a child and use it in other child document. In both cases, I am able to view the Master document and it handles everything perfectly. But if I do so, I am unable to compile the child document alone. AFAIK the reason is simple: the child document doesn't have the math macros defined on its scope. And it doesn't really matter if the default master document is set or not. It simple doesn't work (at least, I don't know how to do without insert the math macros "again", which in painful). My suggestion is to allow the generation of the childs alone. While working in the document, it's normal to compile only parts of the document instead of compile the whole set, so this feature would be very handy. Regards, --- Diego Queiroz