I searched and found there are connecting flights available between the two cities; you need transfer at Bangkok or Kuala Lumpur. For example, flights on July 27 are as follow:
Bangalore-Macau via Bangkok
From Bangalore to Bangkok: Thai Airlines International, TG326, 00:30-05:55
From Bangkok to Macau:
Thai AirAsia (FD): FD3602, 10:15-13:50
Thai AirAsia (FD): FD3604, 15:25-18:55

Bangalore-Macau via Kuala Lumpur
From Bangalore to Kuala Lumpur: Malaysia Airlines, MH193, 00:55-07:35
From Kuala Lumpur to Macau: Air Asia, AK56, 15:35-19:15

If you intend to book the flight, you can write to some ticket agents with your preferred travel date since the airfare varies day to day.