That's not C. That's the C preprocessor, which is a textual substitution macro language.
Well, the preprocessor is part of the language in a way. These two come together.
No. In fact, these are even two different programs, see man cpp.
Macros certainly aren't first class (you can't pass a macro to a function, only its expansion).
In Haskell I cannot pass a function to a function, only its expansion.
What do you mean by "expansion"? Can you clarify this?
C does support function pointers, which are something like first class functions. The main things C lacks which people associate with true first-class function is:
The ability to construct anonymous/local functions.
If you look at the example you will see I've done that.
No. Your "compose" macro is not a function; for example, you can't use it as an argument to itself (which is easy in Haskell: (.)(.))
The ability to capture local variables and return a function with some variables bound.
If I can construct "anonymous" functions and "constants", I can construct functions with some variables bound.
See above. You can't.