I develop my own viruses for 'scientific' purposes, namely to see if they pass the test of Virustotal.com. They all do, except for one or two scanners. Is this considered something you should report to Microsoft/McAfee/etc? If yes, how?
That's a pointless exercise.
Most malware scanners match on fragments of binary code (aka virus signatures), and they check MD5 hashes of known infected code against their blacklists. Unless the virus you wrote has been deployed into the wild and is already on their blacklist, there isn't a chance they'll have your code's exact signatures on file.
The scanners that do trigger a match are most likely those using heuristics, which scan for "suspicious" behavior. For example, very few programs legitimately need to request the OS grant them the privilege to "Act as a debugger", yet that's fairly common behavior in malware, so if they find it they'll flag it.
Reporting your custom viruses to McAfee won't help anyone - not McAfee, not the public. If they don't identify your code as a virus, it's because their scanners don't have very effective heuristics (which they already know, and won't learn from your code among the hundreds of viruses they analyze per day.) And developing a match takes a researcher time and effort, which costs McAfee money. There is no value to McAfee to waste money on researching a virus that nobody can get, and adding it to their blacklists, because as a white hat you won't allow it to be released.