In essence "macro" or "close-up" photography is what it says on the packet and involves taking pictures from close proximity to your subject. Unless you are using remote release equipment (which to me, at risk of incurring the wrath of its practitioners, reduces your photographic prowess to nothing more than luck) this means that not only your equipment but you, also, have to be "close-up".
Apart from considering the obvious risks to health, life and limb when working with subjects that are capable of inflicting grievous bodily harm upon you there is also the ethical question of how close is justifiable in a given set of circumstances. The degree of closeness that you can attain with many of the more dangerous species will no doubt be determined by their reaction to your advances. If you do evoke their adverse reactions then it will probably be a result of you invading their personal "space" too closely and this is where the ethical question of how close is justifiable kicks in.
The majority of the subjects mentioned above can probably, to a certain extent, look after themselves but there are a plethora of other more innocuous species unable to show their disapproval in any meaningful manner and to whom your intrusive behaviour may well constitute what they perceive to be a serious threat. The intensity of this perception will be greatly enhanced if they have young.
There are no hard and fast rules or laws that can adequately cover this situation, since the number of potentially different circumstances are legion - and neither should there need to be. If your activities in trying to get that "shot of a lifetime" elicit any response other than "keeping an eye on you" then you have become a stress factor and should back off.
As a "macro" photographer myself I know well the temptations involved in obtaining those stunning head shots that only being close will provide but there is little appeal attached to an image of an apprehensive or immediately "pre-flight" subject. For those special kinds of shots you will find it far more rewarding to direct part of your expertise to locating your desired subjects in surroundings and situations where they have either become accustomed to human presence or your shots can be obtained from such as a hide or vehicle without inciting any degree of panic or unease.
The "where" of it is almost unimportant since, if the shots are taken from really close quarters, there will be little or no identifiable background in them anyway.