Английский Этимологический словарь - mcconnell

MCCOY - as in the real McCoy, 1922, from Scot. the real Mackay (1883), of uncertain origin, though there are many theories, including whiskey distilled by A. and M. Mackay of Glasgow (the phrase the real McCoy became popular during Prohibition to describe liquor); Kid McCoy, former welterweight boxing champ; and a claimant for chief of the northern branch of the clan Mackay.