It would be very unusual to have 2-3 rounds of behavioral questions only. I would expect cases as well, but you can clarify with HR just in case.
Market sizing and estimation questions (I guess that's what you mean by guesstimates) are relatively rare at McKinsey but there are still present in some countries (eg Italy), in particular in final rounds.
The PEI at McKinsey is structured around three key dimensions: inclusive leadership, personal impact and entrepreneurial drive. Normally, you receive a question for each dimension in each interview. Since 2020, McKinsey started to use the wording “inclusive leadership” to specifically address the leadership question as related to a diverse team.
Below you can find a description of the three dimensions:
1) Inclusive leadership is about leading a diverse team in a challenging situation and showing team management skills. Example:
- Tell me about a time when you lead a diverse group of people in a challenging situation.
Here you want to emphasize how you overcome a difficult situation by leading a diverse team.
2) Personal Impact is mainly based on persuading someone about doing/not doing something. Example:
- Tell me about a time when you persuaded your boss to go along with an idea you had.
Here you want to emphasize your influence on someone else, usually in disagreement with you.
3) Entrepreneurial Drive is about starting and implementing something overcoming major difficulties. Example:
- Tell me about a time when you set a major goal and been able to achieve it, overcoming major difficulties.
Here you want to emphasize the fact you started something and achieved it, with details on the process that led you there.
Besides asking questions on the previous PEI dimensions, they may also ask questions like the following:
- Tell me about yourself
- Why consulting
- Why McKinsey
- Why should we hire you
Hope this helps,