We propose a deterministic scheme for establishing hybrid Einstein-Podolsky-Rosen (EPR) entanglement channel between a macroscopic mechanical oscillator and a magnon mode in a distant yttrium-iron-garnet (YIG) sphere across about 10 GHz of frequency difference. The system consists of a driven electromechanical cavity which is unidirectionally coupled to a distant electromagnonical cavity inside which a YIG sphere is placed. We find that far beyond the sideband-resolved regime in the electromechanical subsystem, stationary phonon-magnon EPR entanglement can be achieved. This is realized by utilizing the output field of the electromechanical cavity being an intermediary which distributes the electromechanical entanglement to the magnons, thus establishing the remote phonon-magnon entanglement. The EPR entanglement is strong enough such that phonon-magnon quantum steering can be attainable in an asymmetric manner. This long-distance macroscopic hybrid EPR entanglement and steering enable potential applications not only in fundamental tests of quantum mechanics at the macroscale, but also in quantum networking and one-sided device-independent quantum cryptography based on magnonics and electromechanics.