In Turned Out (1), he is seen in the background while J.T. is working. While he was closing the pharmacy, J.T. stole oxycodone.
In Turned Out (2), Mr. McKay questions J.T. about the missing oxycodone, and becomes suspicious of J.T. due to his reaction, even though J.T. denies seeing anything unusual. He later catches a shoplifter and returns just as J.T. had finished stealing more drugs. Later after J.T. overdoses on the drugs, Harold Van Zandt tells Liberty that he spoke to Mr. McKay and is going to try to work out a deal.