Against the backdrop of 'spygate' with Southampton having been charged with a breach of English Football League regulations after being accused of snooping on Boro's training, the Saints grabbed a slight advantage going into Tuesday's second leg at their St Mary's home.
It proved a frustrating afternoon for McGree, back in the starting lineup after a recent injury, as his side, seemingly fuelled by indignation about Southampton's alleged 'dirty tricks', peppered the opposition goal in the first half.
Tommy Conway went agonisingly close on three occasions as Boro racked up 17 first-half shots at Riverside Stadium, the best chance coming when McGree slipped in the Scot whose shot hit the inside of the post.
McGree also had an early shot blocked while another of his strikes went across the face of goal as Boro piled on the pressure.
Yet Saints improved after the break, and could even have stolen the victory late on when captain Taylor Harwood-Bellis headed against the bar.
It meant that following Hull's stalemate with Millwall on Friday, it was the second time in three seasons that both Championship play-off semi-finals had finished goalless in the first leg.
Never mind the result, at least the Boro fans enjoyed their day out, taking the mickey out of their opponents by bringing along binoculars as props in honour of 'Spygate' and filling the streets outside the ground to welcome their team.
Afterwards, Boro boss Kim Hellberg couldn't resist a swipe at Southampton amid the controversy, saying his club would try to "win in the right way".
It is alleged a member of Southampton's staff was discovered recording the session at their Rockliffe Park training base.
The incident has echoes of Marcelo Bielsa's Leeds spying on a Derby training session in 2019.
Speaking ahead of the match, Hellberg said: "There were people there trying to find a quicker solution than working hard. That's the way."
