Hi ThePlyDo,
I'm Paul, an Independent Advisor and a Windows 10 expert. I hope I can help you with your concern.
- This might be a bug on McAfee antivirus. Make sure you install the latest update.
- It might be malware that can't be detected through the McAfee scan.
Let's try to gather additional details. Did you disable the Windows built-in Firewall? If not, try to check Windows built-in Firewall if this unknown program is also listed in the "Allowed Apps".
Open Setting => Update & Security => Windows Security => Firewall & Network protection => click Allow an app through Firewall => Try to find the unknown program.
Let me know the result.
Thanks.