The Sydneysiders may have equalled their worst 12-match losing run when going down to the Highlanders at the weekend, but the Chiefs, forced by Covid-19 to play their last three matches in Australia, want a big finish to their season.
McMillan said the Chiefs had shown a pattern in making fast starts to games, having the chance to put a game away and then suffering from inaccuracy, looseness and allowing opponents to get back into the game.
That was the case in their one-point opening win over the Force and against the Force on Sunday.
It was frustrating, but while they expected better of themselves, there were some benefits from younger players learning some fast lessons.
McMillan said he didn't think their game had advanced on the form that saw them reach the final of Super Rugby Aotearoa.
"There's probably a whole lot of contributing factors there – we've lost some significant cavalry, we haven't had it all our own way in terms of travel and stuff like that.
"But I want to keep getting better every day, every week, and probably haven't seen evidence of that recently, so I need to find some answers," he said.
While acknowledging the Australian sides had improved and were tenacious, he still felt the Chiefs with more accuracy, discipline and urgency should be putting them away.
"Each week, even though we haven't been happy with our collective performance, there's always been two or three individuals that have been outstanding for us," he said.
"And, we just need more guys to put their hand up, and play with a level of consistency that some of those guys have done. When we achieve that, we're going to be a bloody good side."
While only have a slim and unlikely chance of making the final, McMillan said the Chiefs would be approaching the Waratahs with everything they've got.
"We'll prepare like we always do. And, I think there'll be a real desire to want to put in a real performance that we can be proud of," he said.
Injuries may force more changes for that game. Lock Josh Lord failed an HIA and was unable to see out of one of his eyes. Utility forward Mitchell Brown suffered a head knock late in the game and will be assessed, in spite of getting through his HIA. Prop Reuben O'Neill has a leg injury that forced him to leave the field.