Answering without full knowledge!
2. I was wondering if it is possible use macro expansion for :EXPORT_FILE_NAME: property of a subtree?
Since macros can be set to expand to arbitrary elisp, I would think this *should* be possible. I forget the syntax but something like:
#+MACRO: efn (eval (get-export-file-name))
#+BEGIN_SRC emacs-lisp(defun get-export-file-name ()(org-element-property :export-file-name (org-element--current-element) ))#+END_SRC
* some heading:PROPERTIES:EXPORT_FILE_NAME: test-me:END:
will get you somewhat close. I don't understand the org-element api very well though and it generally takes me a few tries to get this sort of thing right.
3. Is it possible to create a file link which uses macro? I would like to create a link to the exported pdf file dynamically. For example, if the value of :EXPORT_FILE_NAME: is exported, how would I create a link which automatically link to exported.pdf?
I don't think a macro will do this for you since, if I understand correctly, macros are not aware of the export target. So probably you would need some other mechanism to od this.
elisp:(org-open-link-from-string (concat "file:./" (org-entry-get nil "EXPORT_FILE_NAME") ".pdf"))