I do believe that MACRO in the slides refers to MACRO-11, a PDP assembler. Or maybe MACRO-32, for VAX. In either case, they have been compiling this "assembly" language for Alpha (and now I guess Itanium) since VMS has run on that architecture.
Other parts of the kernel are written in C (newer code) and BLISS (older code). See https://en.wikipedia.org/wiki/BLISS