You can create a text box with message as "Processing" (or you can add an image) and create a new variable and name it as "vShow". Now, goto layout property of the text box and type the variable name in conditional show box. We can change the variable value (0 and 1) in macro.
The macro itself is single-threaded but not mandatory the result of this action, see here a quote from HIC from the post: Macros are Bad
Single-Threaded? Macros are in their nature sequential – i.e. in a way single-threaded. But this is not the same as saying that all calculations started by macros are single-threaded. For instance, if a macro makes a selection that causes a chart to be calculated, both the logical inference and the chart calculation are multi-threaded. As they should be.
Within the attachment is small example how it could work (yes it could be look nicer - but you could adjust the layout like you want).