I suspect some of the scarey threads were in fact blood vessels. We eat them all the time if we eat meat. The insects are inexcusable, but I wonder how many times we were shown the same ones?
I'm afraid it's pretty easy to find tiny spots in food, even spots of blood. The real issue with food is salmonella and other toxins introduced by poor food handling, and I have confidence in McDonald's food technology that minimises the risk of that. They have way too much to lose by allowing sloppy food handling to be slack in the matter.