In-form Silva scored for the fourth consecutive Spain match as Julen Lopetegui's men made a fast start in Skopje.
Chelsea striker Costa, who has been heavily linked with moves to AC Milan or the Chinese Super League, then netted his fifth goal of the campaign before the break.
Stefan Ristovski scored his first international goal in spectacular style as Macedonia threatened a second-half fightback, but Spain held on to stay ahead of Italy, who beat Liechtenstein, on goal difference.
