I've never worked out exactly what Word does with the attached template
during a merge, but in some cases the template seems to remain attached tot
he newly created document, in others it is attached but the macros are
unavailable, etc.

There are a couple of things you could try...
a. set up the macros you want in a template that you load as an addin - its
macros should then be available to everyone all the time. Requires some
admin work though
b. create a macro that does the merge and re-connects the output document
to the template. Attach the macro to a toolbar button and get the users to
use that to initiate the merge (you can try intercepting the existing
commands but personally I think it is confusing to alter the functions of
standard buttons).

BTW I would be wary of using /templates/ with an attached mail merge data
source.

Peter Jamieson