If it is written and McAfee has not seen it I suppose it is possible best to do a scan with the following scanners.
Getsusp it will send to McAfee anything new it finds be sure to add your email address to its preferences
Malwarebytes install the free version not the trial as it will clash with McAfee
see what they find
You can get them and some more here
Moved this to Home User Assistance as the best spot for it.
Those 3 programmes, GetSusp, Malwarebytes Free and AdwCleaner should catch anything like that, but I would have thought McAfee would have detected a keylogger as you described it.