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Sometimes I structure a case differently from the sample solution but my buckets still seem logical. In an MBB interview, is that okay or are they expecting a fairly specific structure?
There is rarely only one acceptable structure. Interviewers care whether your approach is logical, relevant to the question, and easy to follow.
An alternative structure can be strong if the buckets help you prioritize the real drivers of the problem.
Do not change a sound structure just because it does not match a memorized answer key. Be able to explain why your approach makes sense.
Sample answers messed with my confidence too much.
If you can defend the logic, you are usually fine.
I know McKinsey is more interviewer-led, but I am confused about how passive you are supposed to be. Do you still suggest next steps, or mainly answer the question they ask and wait?
Interviewer-led does not mean passive. You still need to show structured thinking, initiative, and judgment within the question you are given.
I can use profitability / market entry type frameworks, but when the case is unusual I struggle to build a clean MECE structure from scratch. How do people get good at this without memorizing 50 templates?
Start from the decision the client needs to make, then identify the few questions that must be true or understood to make that decision.
Someone senior at BCG who I spoke with earlier sent me a quick 'good luck' note before my R1. Is that just being nice, or should I read it as a positive internal signal?
It is positive that they remembered you and chose to reach out, but do not convert that into an assumption about the interview outcome.