The round robin wont work on the Combat Hotkeys mapped key because the target is "self", which is the current main toon, and has only 1 member in that group.
You could put it in the Combat Broadcast
But you also have the Auto-Assist/Auto-Interact calls in there too which call the standard Assist/Interact methods, which may give you a bit of grief, because when you hit the key, ALL your slave toons will perform those actions (because that is how they are configured to work), and so will then potentially change targets when you don't want them too. Unfortunately there is no way around that little gem without setting up something else for the Assist/Interact (whichever you need).
A simple way to get it to perform an Assist in a round robin is to add the call to the Assist macro directly in the mapped key in the Combat Broadcast, with the same target group as the action.
IE. you might need something like..
Note that both actions would be ticked for Round Robin as they will independently cycle through the group.