Design a TEMPERATURE CONVERTER in Microsoft Excel from Celsius to Fahrenheit and Fahrenheit to Celsius. Using Excel, present the Converter with appropriate design. Formulas for conversion are as follows:
[°C] = ([°F] - 32) * 5/9
[°F] = [°C] * 9/5 + 32
Also, report the weather conditions as HOT if the temperature exceeds 35°C, WARM if the temperature is between 20°C to 35°C, and COLD if the entered temperature is below 20°C.
Macros should be used along with proper command buttons and display.