How to disable workspace switching keys (ctrl-alt-arrow) in Mate / Macro
Solution 1:
You can use:
gsettings set org.mate.Marco.global-keybindings switch-to-workspace-left disabled
gsettings set org.mate.Marco.global-keybindings switch-to-workspace-right disabled
gsettings set org.mate.Marco.global-keybindings switch-to-workspace-up disabled
gsettings set org.mate.Marco.global-keybindings switch-to-workspace-down disabled
The names of those (and many other) settings can be found here (in somewhat unreadable form): https://github.com/mate-desktop/marco/blob/master/src/org.mate.marco.gschema.xml. The command for changing shortcuts is described very shortly in https://github.com/mate-desktop/marco/blob/master/README.
Solution 2:
It may sound silly, but the keyboard shortcuts for switching between workspaces are available only when using more than one workspaces. I had to add an additional workspace from Workspace Switcher in Panel and then it was possible to disable the shortcuts from System->Preferences->Hardware->Keyboard Shortcuts