Congrats! If the important people (you+partner if applicable) like it, to heck with other people, right!
But if you want to know every possible negative thing people might think about the name to test your resolve.... Well, I think
Macaulay is kind of gross because the word "caul" jumps out at me, and then all I can think about is a slimy creature in a birth sac whenever I see the name, so there's that. Although many people believe being born with a caul is quite magical.
Additionally
Macaulay has very strong "frat boy in a polo shirt who would definitely kill his girlfriend" energy, you know, that subtle upper middle class malevolence... but
Mac is nice and friendly!