But in the end the Australian pack stood up to repel two dangerous driving mauls and then skipper Ben Mowen forced a ruck penalty on fulltime.
"It was never in doubt that it was going to be a complicated game," said a proud McKenzie. "It's never been easy to come and play here.
"I thought we did a pretty good job considering all the circumstances and we handled the night all right.
"It was a bit too close. If we would have converted a few of our penalty opportunities it would have made it a little bit easier, but to me it was a performance about character and that shone through in the end."
Folau emphasised his worth with another stand-out display from fullback. He combined brilliantly with five-eighth Cooper to score a try, help set up another and save two.
"To hold them out at the end, when the crowd was really getting behind them, it showed really good character through the side," Mowen said.
"We needed a good reaction from the guys and that was a great feeling at the end to grind out that win."
Australia 21
Scotland 15
- AAP