When doing a Pro Setup, the top level mapped key, e.g. in ISB42 - Combat Broadcast Hotkeys, should be sending to an ATG. In the lower level mapped key (i.e. after virtualization), they should be sent to Window: Current.

Your issue currently, is that when you execute your mapped key from Combat Broadcast Hotkeys, it calls Virtual Combat on SELF, which then in turn calls it's virtualised mapped key, which is then being Broadcast to ATG COMBAT., so even though SLOT 2 might have changed, because you are not currently Active on SLot 2, then the Virtualization on slot 2 is not in effect.

For a properly constructed pro config, Combat Broadcast Hotkeys would call Virtual Combat on ATG, and then on each toon, they would execute the appropriate Virtual Combat replacement, but on SELF.