Could the Austrians have supported an independent Macedonian state possessing Salonika, for all its inhabitants, including Jews but not excluding others?
Not only would Austria support an independent Macedonia, they would be its main supporters diplomatically. This is because the Hapsburg had a long held ambition to control Salonika. Of course having a client state dependent on you for protection is the next best thing to "controlling". This is why Austria was the only Power to purpose and support the idea of a Jewish Salonika. It fit their goal. They still got the city. The Hapsburgs understood the difference between De facto and De jure.
It seems to me an independent Macedonia would be dependent on Austrian protection against Serbian, Bulgarian and Greek designs.
That is not a bug. That is a feature. A frightened Macedonia is one that would lease naval rights to the Hapsburgs among other concessions. Serbia would be under enormous pressure to act as a landbridge connecting the Austrian Empire to Macedonia.
An Austrian dominated Balkans would have several distinctive features. Austria would want to keep Bosnia, Montenegro, and Serbia split. Russia wouldn't care. Austria would support an independent Macedonia as a way to control Salonika. Russia wouldn't care about an independent Macedonia. If another Great Power were to support these designs than that would be a major diplomatic win for Austria.
Of course the best chance of Macedonia being created would be if it was imposed on the region from the outside. The Balkan nations are never going to agree to it. Once they have their wars of Independence it is too late. Belgium would not have been a viable state if it was created after WW1. The earlier a Macedonian state is created, the more stable it would be. The later it is made, the less viable it gets and just turning Salonika into a Jewish city state becomes more agreeable.
Would Slavic Macedonians regard being "Macedonian" as a thing worthy of support, or would they just say, "huh, but we're Bulgarians".
There were people in the region who identified as "Macedonians" regardless of what language they spoke. They may have identified as Macedonian and Slavic or Macedonian and Greek or neither. National identity is a fluid and confusing thing. When the Walloons created Belgium did they identify as Belgians or French? It does not matter to the country today. Belgium still exists in defiance of what ethnic nationalism would say is the natural order of things.