Call/cc isn't a macro. It's actually a special form, although in CPS-based schemes, it could probably be implemented as a function if there was a lower level continuation primitive.
And semantically, a continuation is pretty much never a strategy.
As for make-counter not being higher-order, that's just not true. A higher-order function takes and/or returns a function. make-counter returns a function: it's higher-order.
No its disputed, for the reasons I gave. But I've already accepted that many regard make-counter to be a HOF. I was careful and said make-counter is not a second-order HOF, which Strategy is.
Callcc can be implemented as a function, no continuation primitives needed. Haskell has examples in its libraries.
Lastly, regarding semantics, I see no difference between Strategy and a second-order HOF. Yes the scope of Strategy is supposed to much more limited, but I don't see value in this. I concede that others might do.
Having thought about this further, I think it is probably only correct of me to talk about the "order" of "functionals" as in functions to scalars in mathematics. The term "rank" is better suited here. Category theory supports the popular definition of higher-order function and gives a different meaning to "order". So make-counter is rank-1 but still higher-order. Apologies for the previous post.
And semantically, a continuation is pretty much never a strategy.
As for make-counter not being higher-order, that's just not true. A higher-order function takes and/or returns a function. make-counter returns a function: it's higher-order.