Most probably not, if you are asking such questions without providing any context
I can't tell you what your chances are based on this answer, without context. Did you get rejected pre-interview, or did you get to final round for both and narrowly missed the offers? These are completely different scenarios.
What I can say, though, is that in London (extremely competive market) I have heard of every possible combination of people getting 1 or 2 offers from the 3 MBB - e.g. BCG and Bain, Mckinsey and Bain, Mckinsey and BCG, etc.
So just because you didn't get BCG and Bain doesn't mean you will not get McKinsey.
"Any" chance? Yes. "Good" chances? Probably not.
While many who get one MBB offer end up getting all three, there are also some of us who get an offer at one and no interview at the other ones. If your profile is more 'normal', networking becomes that much more important.
Again, not knowing any of your profile: I suggest you do not apply to McK right away, and fix your application / do some networking before. Currently, you are probably burned for 2 years at both BCG and Bain (they won't look at your profile again before then). You can try to apply to McK in a few months or a year and start staggering your applications that way.
It's hard to say as you provided no context for assumptions. Hypothetically, if you are rejected from one company does not automatically mean you'll get the same experience at another.
Again, more information and details needed.