Yes, there is a relation between A1C and macrovascular complications like heart attacks etc. The relation is not as strong as with microvascular complications.
Even though there is a relation with A1C, for both macrovascular and microvascular complications, the increased risk does not vanish, no matter how low the A1C.
High blood pressure is also a risk factor for both macrovascular and microvascular complications. And on top of that, like you, I have a long family history of heart disease in males in my family. My doc has me on some moderately aggresive blood pressure targets and some very aggressive cholesterol targets, aiming for BP and LDL well below the targets for non-diabetics. (LDL under 60; BP under 70/110).