First, they lost their long-time coach Alan Bertram to cancer in May, then Frost's mother Diane succumbed to the same disease only weeks later. To retreat into themselves would have been forgivable, but amid the heartache has come a glimmer of happiness. Recent weeks have seen the hammer throwing couple from Broxburn, West Lothian, confirm their Team Scotland places for Glasgow 2014.
For McKelvie, 28, it is a case of third time lucky. Ahead of Melbourne in 2006, she fell 79cm short of the qualifying standard. Four years later it came down to the cruellest of margins, a mere 14cm dictating that, as the rest of the Scottish team left for Delhi, McKelvie remained at home. Her dreams crushed, she almost walked away from the sport. But Bertram persuaded her to give it one last shot - and she is grateful he did.
"I still can't quite believe that I'm going to be competing in Glasgow next July, it's been such a long time coming," she says. "To be named so early on has been a huge confidence boost."
Frost, 32, is hoping Glasgow will prove third time's the charm for him too. He finished fourth at Melbourne, when he represented England, and in the same position again four years later in 2010 while wearing the blue and white of Scotland. This time, he is determined to be on the podium.
"Having missed out twice my motivation is so high," he says. "In Melbourne, I did a personal best and was quite pleased with that performance, but in Delhi I missed out on a medal by 24cm. It was a distance I could have thrown. That one hurt the most and definitely gave me fuel for the fire."
Frost admits to feelings of guilt as he jetted off to Delhi, leaving McKelvie in Scotland. "I was so disappointed for her and I know she found it hard," he says. "It was a difficult situation for both of us and one I'm glad won't be replicated this time."
For McKelvie it was an emotionally tumultuous time. "I watched Andy compete in Delhi, but I couldn't bring myself to watch anything else - I was too distraught," she says. "I had been through all of the kit fittings and team meetings, only to then find out I wouldn't be going. It was the second time it had happened and definitely hit me hard. I was really happy for Andy, but hurting inside."
The couple are now looking forward to sharing their Commonwealth Games adventure, not least walking out together for the opening ceremony - even if McKelvie does have one small gripe. "As a Rangers fan I'm not 100% pleased it's at Celtic Park," she laughs. "But you can't miss out on an occasion like that. I can't wait. It's going to be amazing. I intend to savour every minute."
Their hammer-throwing pedigree speaks for itself. Both are multiple Scottish champions, a title McKelvie won for the seventh time this year. Frost, meanwhile, won the Sainsbury's British Championships in July with a throw of 72.28m, while McKelvie claimed bronze in the women's event.
The grief of losing their coach and Frost's mum was still raw when they travelled to Birmingham to challenge for the British title. "It was hard, but I threw myself into my training," says Frost. "To come away with the win was completely unexpected, but I feel I did them both proud."
McKelvie, however, was disheartened to finish third. "I felt I should have won as I'd beaten the other two girls before," she says. "I only needed 62m to take gold - well within my reach and an easy throw for me. I just didn't perform on the day. It was the first time Alan hadn't been with me at a competition. Being honest, everything took its toll and simply got the better of me."
Her frustration was further compounded when, only days later, she sustained an injury in training. "It was a strange season," she says. "With everything that happened I found it hard to focus. Then I had a nerve injury in my foot which left me on crutches for 10 days. I was turning in training and just felt my foot get stuck halfway through my throw. It was so painful I couldn't put any weight on it."
Despite missing three weeks of training, she retained her Scottish title in August. "The other girls had been throwing well and should have beaten me, but I had fire in my belly and wanted to win," she says. "Although I only threw around 59m - my PB is 65.03m - I see it as my best achievement this year after everything I'd gone through."
She and Frost train at what they have dubbed their "high performance centre", an ironic nickname for a nondescript strip of concrete surrounded by wild grassland. Nestled between Edinburgh Airport and Turnhouse Golf Club, there is no turning circle, safety nets or markers to practise their throws, but it is where they have successfully honed their skills for five years.
"No one bothers us there - it's nice and peaceful mostly," says McKelvie. "Granted, it can get noisy sometimes as we are right next to the airport runway, but it's a great wee place. I used to throw at Grangemouth too, but the other week they said I couldn't train because there was football on. I can't afford to show up and be turned away because that's a wasted opportunity. This is a crucial year and every session counts."
The couple have been together for eight years after meeting at a training camp in Bath. "We kept in touch afterwards - I couldn't get rid of him," jokes McKelvie. Both juggle training around full-time jobs, with Frost an admin officer for Edinburgh Leisure, while McKelvie is a PE teacher in primary schools across Falkirk.
Bertram coached McKelvie for a decade and Frost, originally from Newport, Isle of Wight, since 2005. "When I got the email to say I had my Team Scotland place I could hear Alan's voice in my head," says McKelvie. "He would have been over the moon. He went through it all with me when I wasn't selected in 2006 and 2010.
"With Melbourne, I was still fairly young, only 20. I do always wonder, if I'd gone, what my career would have been like. Ever since I've lacked confidence and felt I wasn't good enough. After I wasn't selected for Delhi I was close to giving up. I thought: 'I've tried twice, failed twice', but it was Alan who convinced me to keep going.
"I'm so thankful he did that now. After Delhi, I made the decision to treat it as a hobby. I'd put in so much effort and it simply hadn't happened for me. As soon as I started treating hammer as something I enjoyed, I began throwing further. Training became fun not a chore. Alan kept me going with his jokes. There was no pressure."
This year has seen McKelvie surpass the qualification standard of 61m on no less than four occasions, including throwing a season's best of 62.65m "It feels strange now I'm on the other side and no longer chasing it," she admits. "Now all I have to worry about is: 'How far can I throw?' rather than peaking for certain competitions."
Since Bertram passed away, she and Frost have been coached by Gloucester-based Lorraine Shaw, a Commonwealth Games gold medallist in 2002. "Alan was always very strong with his words and told us that he wanted Lorraine to be our new coach - so we are under orders," says McKelvie. "But she is who I would have chosen anyway. She has won medals at three Commonwealth Games and last time around coached the silver and bronze medallists. To me, she is Miss Commonwealth Games and I trust her 100% to help me throw the best I can in Glasgow."
Now it's just a case of waiting for it all to finally sink in. "When we've had team meetings recently, I've said to Andy: 'I'm not sure I want to go because I've been through this before and then it's not happened for me'. He's had to remind me: 'But you're going this time.' It's such an amazing feeling."