Where can I tweak Marco animations or effects?

Marco does have some effects but not much.
From the manpage:

   Marco supports several somewhat advanced but common  features  such  as
   Window  Shading/Roll-Up,  Window/Edge Snapping, Vertical and Horizontal
   Maximize, Always-On-Top,  Sloppy/Mouse  Focus  and  Raising,  and  many
   more... Well, not a lot, but some more.

Settings can be done in 'dconf-editor'.
keypath: /org/mate/marco/general

But the Picom compositor, that you selected, can do a bit more.
You can not change it from 'dconf-editor; but you can create a configurationfile for it.
see man picom

picom will seek for a configuration file in $XDG_CONFIG_HOME/picom.conf
(~/.config/picom.conf, usually)

Here is a good explanation about how to setup a picom configfile:
https://wiki.archlinux.org/title/Picom

Here is an example how a complete configurationfile could look like.
You could use that as a startingpoint if you like:

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