Is this what you mean? This works better if the data is at the end but here I've managed to force the code after the data with yet more postpone I can't help but feel there's a cleaner way but I've not found it

Code:

__strings equ

CODE fix postpone {
DATA fix }

macro @string name,str
{
        match any,__strings \{ __strings equ __strings,name,str \}
        match    ,__strings \{ __strings equ           name,str \}
}

macro @strings_ [name,str]
{
        name db str,0
}

macro @strings
{
        postpone
        \{
               match args,__strings \\{ @strings_ args \\}
        \}
}

data_section:

        @strings
CODE
code_section:

        xor eax,eax
DATA
        @string mystr,"blah"
CODE
        mov esi,mystr

        xor eax,eax
DATA
        @string mymsg,"iouoiu"
CODE
        mov edi,mymsg
DATA