Is it possible in SAS to have following macro variable:
%let macvar=User's request;
As per this answer: Unmatched quotation mark issue in SAS, it looks like you need something like the following.
%let macvar=%str(User%'s request);
This should escape the single quote effectively. It looks like this is a complex issue in SAS since there are numerous extended results to "SAS macro escape character" and similar searches on Google.