Who is the protagonist and the antagonist in this piece?
The protagonist is the husband, the title character of the story. The main antagonist is the wife in the story. The story is built around the conflict between those two characters. You might see the lion as a minor antagonist, I suppose.
The enotes study guide (see the links below) certainly identifies the two main characters in this way. This study guide contains the statement: " His [Francis Macomber's] humiliation at being cuckolded prompts him to an act of foolish bravery that reveals in its outcome his wife’s lack of faith in him."
He's the main character. She's the one who opposes him or prompts him to act, however foolish that action might be.