>Is that documented anywhere or is it "another undocumented feature".
>
>>Two dots are required, because first of them indicates ending of macro string.

This is actually documented:

HELP &

.cExpression The optional period (.) delimiter and .cExpression are used to append additional characters to a macro. cExpression appended to the macro with .cExpression can also be a macro. If cExpression is a property name, include an extra period (cExpression..PropertyName).