I'm not sure how Ancestry's matching tool works, what you see when. With autosomal DNA you can see matches on any side of your family and they don't necessarily have surnames from your ancestry (because they are cousins). From what I've heard about Ancestry's system, I'm guessing that when you run the MacGregor surname you are seeing people who match you on that line. I hope someone will correct me if I'm wrong about that.
I snuck some time out this morning to look at the MacGregor DNA Project:
https://www.familytreedna.com/public/MacGregor?iframe=yresults
There are five McGehee men who have tested. They automatically cluster together, with some McGee men. That suggests that a detailed comparison would show they all belong to the same fairly recent branch of the human family tree.
However, the project admin has not put any of them in the main MacGregor (Ian Cam) subgroup. That tells me he does not think the McGehees are close enough to the MacGregors that there could be a relationship.
Finally, this old message from 2005 says the link between the McGehees and the MacGregors has been disproved by DNA:
http://www.genealogy.com/forum/surnames/topics/gee/1858/
The message says, "we McGehee's have for many years argued the point about actually being McGregors. It became bitter and heated. The DNA has now proven that the many McGehee and various spellings are NOT McGregors. This myth had been been promoted from the late 1890's to 1940's because of the work of a disreputable professional genealogist who did this for prominent wealthy clients who wanted to prove lineage back to Kings etc.It was passed on by Virginia researchers and the myth had become fact until we disproved it thru DNA. It has been completely disproven."
Sad to see that one go. I have some Grant ancestors where a cousin swore his line had the tradition they were really MacGregors. Grant was one of the surnames used by the MacGregors when their surname was banned. That one was also disproved by DNA.
