Ok - as promised - here's what it would take to get the data2datastep macro:

%let thisMacro=data2datastep;
filename mcode temp;
proc http url="https://raw.githubusercontent.com/SASJedi/sas-macros/master/%qlowcase(&thisMacro).sas"
out=mcode;
run;
%include mcode /source2;
filename mcode;
%&thismacro(?)

Now, how would you modify this to permanently save the macro source code to a file?