With 14 defeats in 21 leagues games during an administration-ravaged campaign, Hearts' latest reversal at home to Partick Thistle on Sunday has left the traumatised Tynecastle outfit needing a minor miracle in their seemingly forlorn battle to beat the drop.
The meek, 2-0 surrender to a struggling Thistle side left them 19 points adrift at the foot of the SPFL Premiership table and staring relegation straight in the face. The Angry Man, meanwhile, is, well, angry, and desperate that a miserable season simply doesn't peter out with a whimper.
"If we are to get out of it then we can't sit with our heads down, feeling sorry for ourselves because if we do that we will crumble and die," said Edinburgh-born McKay, as Hearts prepare for a testing encounter with in-form Motherwell at the weekend.
"When it is mathematically possible then everything is still possible. We aren't going to give up and we never would. If anybody does give up, then they don't deserve to be here.
"We have to believe. If any of the boys don't believe then I don't think they would turn up for training because that would just be crushing. If you thought it was over what would we do everyday coming into training just thinking we were already relegated? The boys have to stick together because we can't say that is it done, that is it finished now. I don't think there is anybody in our dressing room who believes that."
With the club's administrators failing in a bid to have the transfer restrictions lifted, Gary Locke, the Hearts manager, just has to muddle on with the limited, and extremely youthful, resources that are left.
For the likes of McKay, it has been a torrid introduction to life in the top tier but the 20-year-old is made of stern stuff and is adamant that he and his young team-mates won't be scarred by this baptism of fire.
"It has given me a chance that maybe I wouldn't have had if Andy Webster and Marius Zaliukas had still been here," he added. "I know all the young lads are grateful for their opportunity. Maybe if we could have got a couple of more experienced players in then it might have helped to give some of the young players a break but we have to go with what we have got. It's not damaging me. I love Hearts and I love playing for Hearts. If I only had one leg and I was playing for Hearts it wouldn't damage me."
Thistle, meanwhile, gave themselves a leg up with their first win at Tynecastle in 18 years and Lyle Taylor, who opened the scoring with his first goal since moving to Firhill on loan from Sheffield United, hopes it's a case of onwards and upwards. "If I only scored one between now and the end of the season and we were successful in staying up, I couldn't really complain," he said. "But hopefully this is the first of many goals and successful results for us."