Sigma 70-300mm F4-5.6 DG Macro DSLR camera lens won't focus when set to Macro mode?

I have a Nikon D5300 camera and got this lens. No matter what I seem to try it just won't focus when set in Macro mode. The box the lens came in says that it is compatible with D5300, Df. So I'm not sure why it's not working. We ordered in a big bundle from Altura Photo off of Amazon. I consider myself an amateur photographer right now so maybe I'm just missing something. Please let me know your insight into this issue. Thanks!

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Nikon DSLR purchase?

I'm buying a Nikon d7200, and I'm unsure of what to get. There are grey market cameras, which I don't want, and sketchy dealers. I want a good new or used, manufacturer refurbished even, d7200. Which dealers are legit and sell USA d7200's, and should I bite the bullet and spend 1,300 for a new one, or get a refurbished for 200 dollars less. Again, I want a legit USA camera, and not an international version.

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I have owned a Nikon D50 and Canon Rebel T1i and looking to upgrade. I'm looking at the Nikon D5600 and the Canon Rebel T7i

I have owned a Nikon D50 and Canon Rebel T1i and looking to upgrade. I'm looking at the Nikon D5600 and the Canon Rebel T7i - 1
Added (1). I put more emphasis on stills, I rarely do video. The touchscreen feature isn't a pro or a con for me. I care more about performance. The Nikon bundle I'm looking at is cheaper, includes more accessories, and equipment than the Canon's, I'm leaning more towards the Nikon since I will receive more for my money. Both cameras are pretty similar but I would like to hear from more experienced photographers. Cost matters to me but I don't want to skimp and go for the cheapest for the lesser camera.

Read more: I have owned a Nikon D50 and Canon Rebel T1i and looking to upgrade. I'm looking at the Nikon D5600 and the Canon Rebel T7i