Inside Live, automation turn grey as soon as you change any automation parameter during playback, that's the way Live is set to work. So if Live receives any Midi information triggering an automation parameter, that automation will be immediately disabled & turn grey.
So Phil he's right saying that this automation is probably triggered twice. Also, it doesn't really make sense to use the Macro Midi feature if you're not writing automation using a Midi controller, you could assign "Pitch Coarse All" to the "Pitch" Wheel by right clicking on the wheel inside ANA 2 GUI instead --> Make sure to delete any Macro assignment prior to do this --> and then moving the "Pitch" wheel with your mouse should make the automation lane appears in Live.
It can be cumbersome to troubleshoot those Midi assignments that may occur twice and Live recalls automation lanes per track unless you clear them, so advice is to test this on a new Midi track with another instance of ANA 2 and go to menu and start with the "Init" Patch.
If you wish you can also upload the preset that's giving you this issue ( avoid to upload any preset from a paid pack, no worries if it's a factory or user preset ) --> once the preset saved, go to "Menu" --> "Open User Preset Folder" ---> find/copy your preset file ( it would be Your_Preset_Name.SndPr ) and upload this .SndPr file here. I'll be away this morning but will try have a look at it this afternoon.
But try to troubleshoot from scratch & init preset as suggested before.
