If you are using ASPX\Portal, the master page is a aspx page (listed as Layout.master), of which you usually cannot put webparts in at all, this may be you issue. You will have to manually adjust your master page to add in the logic to add these items to the header. For macros, you can't just "put" macros in the master page, you will have to resolve any macros using Kentico's MacroResolver.Current.ResolveMacros() and set the values into some control (like a Literal).
This is the major downside to ASPX\Portal, is anything dealing with the master page is pretty locked down and you don't have portal accesses.
From someone who has worked on ASPX\Portal sites, we have found it not worth the hassle and converted them all to Portal. There isn't really anything you can do with ASPX\Portal that you can't do with portal+ some custom controls/webparts.