lurista,
I can assure you that AppleScripts run fine in Keyboard Maestro, on Yosemite, El Capitan, and Sierra.
I run KM Macros with AppleScripts on both Yosemite and El Capitan many times a day without any issues.
I'd suggest that you post your KM Macro and script, along with a detailed statement of the problem, to the KM Forum:
Lot's of great folks there that are more than willing to help.
You might also want to take a look at this article:
Jim Underwood
aka JMichaelTX
The
problem: Although KM (both versions 648 & 731) should provide for AS support, *ANY* (really ANY) Applescripts are executed, whether I start with 10.10.5 or 10.11.4. Console only shows a Notice that this or that macro is executed, called by trigger XY, but
gives no indication of a problem.