Jurors began listening to a nine-hour audiotaped interview Monday that began inside the Headingley jail and ended with McKay taking RCMP investigators to Phoenix's burial site near the landfill on the Fisher River First Nation, about 200 kilometres north of Winnipeg, in March 2006.
McKay and his former common-law wife, Samantha Kematch, are accused of disposing of Phoenix's body in June 2005 following months of alleged abuse and neglect that ended with her death. The couple is on trial for first-degree murder.
Jurors heard Monday how McKay initially refused to give any details beyond a vague map he drew for police despite repeated pleas for information.
"We're prepared to spend millions and millions of dollars to dig for Phoenix. We know she's out there, with no proper burial," Sgt. Norman Charett told McKay in the interview.
"Phoenix didn't just walk away and start a life on her own. To have this girl sitting out there like she's trash... She's spent enough time out there."
Police continued to hammer away at McKay, telling him they won't quit until the little girl's body is found. They also warned McKay that extensive media coverage will continue, noting the Free Press had identified McKay's 12-year-old son as a key witness against him.
"There's going to be no closure for your boys," Charett said.
"We'll continue to dig and dig and dig and dig. Trust me, there are unlimited funds."
Police then played on McKay's emotions, telling him he's not a "monster" and he's unlike notorious Canadian murderers such as convicted serial killer Robert Pickton of B.C.
"That guy doesn't care about anybody. But you have a chance here," Charett told McKay.
"We need to put a rest to this once and for all, so that everyone can have some peace about this,"
At that point, McKay began to cry and blurted out: "OK, I'll do the right thing... I'll show you the exact spot."
"I have a heart," he added. "I'm not just doing this to score brownie points."
McKay then described his love for his other children, his fears about having them raised through the social welfare system and even told police about how he once saved the life of a choking baby by dislodging an item from his throat.
"It's sad when children die," said McKay, who asked officers if his first-degree murder charge might be reduced.
"Maybe it will come down to second-degree or even criminal negligence," he said.
Police said the directions to Phoenix's remains "puts a good light on you" but didn't make any promises.
McKay also spoke of being called "baby killer" by other inmates at the remand centre and his disgust at being housed in a cell with another man charged with killing a child. He also blamed his own abusive, alcoholic father for not setting him straight in life.
"If it wasn't for alcohol, I'd have been an upstanding citizen. I wouldn't be sitting here," he said.
McKay's two teen sons told jurors last week how they witnessed Phoenix being repeatedly abused, neglected and degraded by McKay and Kematch during the months preceding her death. They said the couple "took turns" beating her and then covered up the killing by wrapping her body in tarp and burying it near the dump. Kematch then allegedly tried to pass off another young child as her daughter when child welfare officials began asking questions in March 2006.
Both McKay and Kematch have admitted to beating Phoenix but they blame each other for her death.