The Scots are already without six players for the trip to Zagreb after Scott Brown, James Forrest, Danny Fox, Lee Wallace, Gary Caldwell and Liam Bridcutt were forced to pull out.
Grant Hanley hurt his ankle in training while fellow defender Gordon Greer was struggling with tonsillitis, but both travelled with the rest of the squad on Wednesday.
McGhee said: "Everyone is fit. We've had a good week. We've been able to get all the work done that the manager wanted and we are pleased with everyone's response."
With Brown, Caldwell, Darren Fletcher and Kenny Miller all absent from the squad, there had been a question mark over who will wear the captain's armband.
McGhee said: "Gordon (Strachan) knows who is going to captain the team and he actually invited me this morning to tell you that.
"But I felt very strongly that that's something that should be reserved for the manager. It's such an important thing.
"There are moments in any manager's reign that are significant and naming the captain is one of them. So I declined that opportunity and told him he's got to do it himself."
Scotland's chances of qualification are over but McGhee insists there is plenty to play for against the Group A leaders.
"People are in the squad some because they are going to be in future squads, others have an opportunity because of other circumstances and have a chance to prove to the manager they should be in future squads," he said.
"There is a lot to play for. They have an opportunity to prove they should be here and stamp that for the future."