“Informers will be executed,” read one message sprayed metres away from where the 29-year-old journalist was shot dead during riots last month.
A judge cited the threats while refusing two men accused of involvement in the violence bail on Saturday.
Paul McIntyre, 51, of Ballymagowan Park in Creggan, is charged with riot, petrol bomb offences and arson of a hijacked vehicle.
Christopher Gillen, 38, of Balbane Pass, is charged with riot, petrol bomb offences and the arson and the hijacking of a tipper truck.
Both men, who were arrested on Thursday, refused to stand in Derry magistrates’ court and recognise its authority.
District judge Barney McElholm said he had concerns about witnesses being prevented from coming forward.
“We’re all aware of the disgraceful graffiti in Creggan that warned off anyone talking to police, whoever did that, did these two men a great disservice,” he said.
“There is no address anywhere in this city which would be suitable in this case, at any stage. I will refuse bail.”
A police officer had told the court of concerns that both men may attempt to intimidate witnesses, or attempt to leave the country if they received bail.
Street signs were painted with a picture of a rat and the message: “Informers will be shot. IRA,” while others said: “RUC informers: They will forget about you, we won’t. IRA.”
Another slogan claimed the IRA was “here to stay” following changes to pro-IRA murals during a wave of condemnation following Ms McKee’s death.
One wall that was changed to call the republican terrorist group “done” in the aftermath of the shooting was altered to read: “New IRA aren’t done. Undefeated army 2019. Unfinished revolution.”
The New IRA claimed responsibility for attacks on police in Derry’s Creggan district on 18 April, but said the shooting of Ms McKee – who was standing next to a police vehicle – was an accident.
The terrorist group claimed it was responding to an “incursion” by the Police Service of Northern Ireland (PSNI), which said it was conducting searches to prevent violence during commemorations for the Easter Rising.
Prosecutors allege that Mr MyIntyre and Mr Gillen are connected to the New IRA, and that it orchestrated rioting that led up to Ms McKee’s death on 18 April.
“All nationalism corrupts into fascism eventually whether it’s Irish nationalism or British or Polish nationalism – we’ve all seen where it ends up,” Judge McElholm told the court.
“I have to bear in mind these gentlemen, there’s no evidence either of them belonging to any paramilitary organisation but they are a part of an organisation with a defined ideology.
A PSNI detective told the court that an MTV documentary crew, who were filming in Derry with presenter Reggie Yates, caught the two defendants on camera on the day Ms McKee was killed.
They were allegedly seen in the offices of republican group Saoradh that afternoon, speaking in the company of members.
Police claim footage taken from CCTV and mobile phones later showed two masked men, in identical clothing and footwear to the defendants, exiting a hijacked tipper truck, carrying a crate of petrol bombs and throwing them at police.
“Police believe these were the ringleaders, that’s obvious from footage,” the detective told the court.
Amid the unrest, a masked gunman fired shots in the direction of police and struck Ms McKee, who died of her injuries in hospital.
Police say more than 140 people have come forward with mobile phone or social media footage and a £10,000 reward has been offered by charity Crimestoppers for anyone with information that leads to an arrest over the death of Ms McKee.
An 18-year-old man and a 15-year-old boy, who were arrested on the same day as the defendants, have been released without charge.
Additional reporting by PA