I have quite alot of macro photos from Coz.
I don't shoot much macro at far southern sites like Colombia deep and Punta Sur or sites to the north like Barracuda, San Juan and Cantarell. These are wide angle dives for me.
Almost if not all come from sites in between and there are alot.
We have found seahorses and juvenile Goldentail eels on some of the Palancars. Normally I don't shoot Macro there but there are opportunities.
Most of my macro shooting is done on Dalila, La Francesa, Cedral pass, Santa Rosa shallows and top of wall, and San Francisco. Some on Punta Tunich, Yucab and Tormentos depending on current but mostly wide angle on these. There are things to shoot on walls if you can stop.
We have on many occasions gone off the main reef usually towards shore and have quite alot of macro opportunities like Mantis shrimp, box crabs, and many things in the sand and grass. Normally we are looking for seahorses.
I have a few photos of Painted Elysia, Pederson shrimp, lots of flamingo tongues and other juveniles including spotted drums. I have found these mostly on the list above starting with Dalila above. I have not seen Painted Elysia in quite some time but could be just my bad luck.
I cannot comment on the shore diving opportunities as we don't shore dive in Cozumel. By reports in the Coz forum, there are good sites.
I use Raul with Bottom Time Divers and he is good at spotting in general. I cannot tell you how many pipehorses and pipefish, miniscule juvenile sole and other things he has found but many of them. If our group is all that is on the boat then he is a spotter for us. If others are on the boat and depending on if they have cameras, their skill or their wishes, things can change. If you do use him (or any other dive op), make sure to tell him/them what you want to dive and what you want to see. His trips are usually divers choice of sites.