This macro self creates, real fast for mapping out a song.
Just set the cursor at the start of the first region, then place your mouse at the end of the region, and press the shortcut (I've chosen Alt-/...choose whatever).
A region is created and the cursor is automatically placed there, ready for the next region. Place your cursor at the end of the next region, press it again...rinse and repeat.
*You can set action 2 so it snaps if you prefer, then just disable snapping globally when you need to...which might suit midi types more, locked to the grid etc.