To create a macro in Excel for Mac that removes all columns except "Foo Bar" and "Baz Biz", unmerges all cells, and adds a filter to the "Baz Biz" column, you can use the following VBA code:

1. Press F11 or click Tools > Visual Basic to open the Visual Basic for Applications editor.
2. Click Insert > Module to insert a new module.
3. Copy and paste the following VBA code into the module:

```
Sub FilterAndUnmerge()

    Dim ws As Worksheet
    Dim lastColumn As Long
    Dim currentColumn As Long
    Dim fooBarCol As Long
    Dim bazBizCol As Long
    
    Set ws = ActiveSheet
    lastColumn = ws.Cells(1, ws.Columns.Count).End(xlToLeft).Column
    
    Application.ScreenUpdating = False
    
    ' Find Foo Bar and Baz Biz columns
    For currentColumn = 1 To lastColumn
        If ws.Cells(1, currentColumn).Value = "Foo Bar" Then
            fooBarCol = currentColumn
        ElseIf ws.Cells(1, currentColumn).Value = "Baz Biz" Then
            bazBizCol = currentColumn
        End If
    Next currentColumn
    
    ' Check if columns were found
    If fooBarCol = 0 Or bazBizCol = 0 Then
        MsgBox "Foo Bar or Baz Biz column not found."
        Exit Sub
    End If
    
    ' Delete other columns
    For currentColumn = lastColumn To 1 Step -1
        If currentColumn <> fooBarCol And currentColumn <> bazBizCol Then
            ws.Columns(currentColumn).Delete
        End If
    Next currentColumn

    ' Unmerge all cells in the worksheet
    ws.Cells.UnMerge

    ' Add filter to the "Baz Biz" column
    ws.Rows(1).AutoFilter Field:=2, Criteria1:="<>"

    Application.ScreenUpdating = True
```

4. Close the VBA editor.
5. To run the macro, press `F8` or click `Run` > `Run Sub/UserForm` in the VBA editor.

This macro will remove all columns except "Foo Bar" and "Baz Biz", unmerge all cells in the sheet, and add a filter to the "Baz Biz" column. Make sure to save your Excel workbook as a macro-enabled workbook (.xlsm) to keep the macro for future use.