Speaking to BBC Radio’s Good Morning Ulster, McCaughey said she had long been a fan of The Traitors, but seeing her best friend compete has been “so strange”.
“From Rachel was a wee girl, honest to God she just loved party games,” she said.
“That carried through to her teenage years, I mean she was a quiz fanatic, treasure hunt fanatic and I think she is just playing an excellent game.”
Faithfuls Jade, Faraaz and Jack, along with traitor Stephen, secured their places in the final on Thursday night.
However, the episode ended in a deadlock, with votes split between Rachel and fellow contestant James.
Their fate was left to the “Chests of Chance”, meaning Rachel’s place in the final will only be revealed at the start of Friday night’s episode.
McCaughey, who runs a singing and choir school in Newry, said she will be watching the final at the choir studio in a Traitors-themed party and hopes Duffy has “the shield in the box” which would see her through.
Duffy, 42, who works in strategic communications, has previously described herself as a “sociable person that loves finding out things”, but someone who is also very competitive.
“I will do anything to win. Nothing’s off the table,” she said.