McKenzie remains in the NFL's concussion protocol as of Wednesday, Alaina Getzenberg of ESPN.com reports.
McKenzie was expected to be ready to practice in a limited fashion Wednesday, but Joe Buscaglia of The Athletic notes that the receiver didn't participate in the media-access portion of the session. An official update on the extent of McKenzie's practice participation will come later Wednesday, when the Bills release their first Week 5 injury report.