I am having cc-503 error with Macy's as well. I think the problem is on the Win side not just with Mac
Hello @hmday,
A CC-503 error occurs when your financial institution tells Quicken that your login credentials are incorrect. You may follow this link to access a FAQ that provides more information and troubleshooting steps. It is recommended to save a backup before proceeding (just in case).
I hope this helps!