Q: Is it possible to use multiple abilities in one macro, such as cast Corruption, Curse of Agony, and then Shadowbolt?

A: No. The reason is that it is not possible to wait in a macro, but to cast one spell after another, you would have to cast the first one, wait for it to finish, then cast the other.

Even instant spells activate a global recast timer, which is somewhere in the neighborhood of one second, I believe, and you cannot cast another spell until this timer is done.

So, without the ability to wait in a macro, it is impossible to cast multiple spells.

It is, however, possible to do multiple things that don't require waiting. You could, for example, cast a spell and turn on attack. Or use two items (as long as they had independant refresh timers).

You just can't do anything that would require waiting between action A and action B.