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Argument Mining (AM) involves the automatic identification of argument structure in natural language. Traditional AM methods rely on micro-structural features derived from the internal properties of individual Argumentative Discourse Units (ADUs). However, argument structure is shaped by a macro-structure capturing the functional interdependence among ADUs. This macro-structure consists of segments, where each segment contains ADUs that fulfill specific roles to maintain coherence within the segment (**local coherence**) and across segments (**global coherence**). This paper presents an approach that models macro-structure, capturing both local and global coherence to identify argument structures. Experiments on heterogeneous datasets demonstrate superior performance in both in-dataset and cross-dataset evaluations. The cross-dataset evaluation shows that macro-structure enhances transferability to unseen datasets.