Good morning, AlexandraMW.
I believe that the McAfee and Malwarebytes should play well (and nice) together but I would (and do) download Super Antispyware and run it as a stand alone scanner without
the Real-Time protection running.
I run Malwarebytes (PRO) with Avast! and in concert they work very well, I know this because I don't always surf safe
and sometimes my wife (on her laptop, running the same set up) clicks on some recent picture of Brad Pitt, George Clooney, etc. and either one or the other apps blocks some nasty site(s).
Each weekend we run full scans with each - Avast and then Malwarebytes - while we're out running our errands, and once those are completed, we launch / update Super Antispyware (SAS) and delete what ever that finds - which in most cases are simply tracking cookies.
Once SAS has done it's job, we close it down (i.e. don't leave it running in the background) and then *poof*
off we go.
Hope that helps.
Please let me know if you need any additional information.