If your Lisp macro starts with a symbol whose name begins with def, and the next symbol is a name, then good old Exuberant Ctags will index it, and you get jump to definition.

Not so with DEFINE_FUNCTION(foo) {, I think.

  $ cat > foo.lisp
  (define-musical-scale g)
  $ ctags foo.lisp
  $ grep scale tags
  g       foo.lisp        /^(define-musical-scale g)$/;"  f

Exuberant Ctags is not even a tool from the Lisp culture. I suspect it is mostly shunned by Lisp programmers. Except maybe for the Emacs one, which is different. (Same ctags command name, completely different software and tag file format.)