I was not aware of any controversy in Missouri's Senate run.
I also do not believe that the appointment of Martha McSally was illegal. Yes, she lost her race to Krysten Sinema, but this race was for the place Jeff Flake had left in retirement. McSally, in turn, was appointed by Arizona Governor Doug Ducey after Jon Kyl announced that he would only serve until the end of the 115th Congress after John McCain died. The first two are questionable, but I knew of no misconduct in MO's race, and ultimately it was the Arizona Governor who could appoint someone before McCoy's office before the special election next year (I would not be surprised if McSally went for a full term decides).