"I think we won well, we were convincing in our play even if not in the result", Lopetegui said afterwards.
Spain, who are still unbeaten under Lopetegui, now turn their attention to September's potentially decisive match against Italy in Madrid, with only one automatic place for next year's tournament in Russian Federation available.
"I have to wait to see what decision my club makes".
Andres Iniesta chipped impressively into the path of onrushing Barca team-mate Jordi Alba and his cutback found Silva, whose neat turn allowed him to produce a right-footed finish that had just enough pace to beat goalkeeper Stole Dimitrievski from eight yards.
Costa insisted Spain knew they were in for a hard match against Macedonia on Sunday, with David Silva also on target as the visitors moved into a two-goal lead before Stefan Ristovski's second-half strike for the hosts threatened a comeback.
The Red Lions won their most recent qualifier 3-0 against Liechtenstein, and they were able to pose some problems for Italy in October, losing 3-2 after a late brace from Ciro Immobile, but Spain have all the tools to outclass them here.
Macedonia was left with three points, immediately above bottom side Liechtenstein which has no points.
Lorenzo Insigne and Andrea Belotti both scored and set up goals to lead Italy to the easy win.
Spain somehow failed to convert a huge amount of possession into goals, despite coming in behind the Macedonian defence seemingly at will in the first half.
Hordur Magnusson headed in a last-minute goal to lead Iceland to a 1-0 victory over Croatia, pulling Iceland level on points with Croatia atop Group I.
Serbia drew 1-1 with Wales in Belgrade to stay tied at the top of Group D with Ireland, which was held 1-1 at home by Austria.
On Wednesday, they came from behind to draw 2-2 with Colombia, who are five places ahead of Spain in FIFA's rankings and boast the likes of Radamel Falcao and James Rodriguez in their side.