I agree that the autosomal DNA test is the only option for you and the McCoy descendant. I did a simple descendancy chart and it looks like you and he would be 2nd cousins once removed assuming John C. McCoy was your great grandmother's father.

Is your father still living? If so, would he be able to take the test since there's a closer relationship between him and the male descendant (2nd cousins) and, therefore, a higher confidence percentage if they're a genetic match. Of course, this rests on the male descendant also agreeing to take the autosomal DNA test.