Here are some tips to get ALL ponies, not just 2 at a time.
First off, my story. My first run for ponies was last week when they came out, and I just accepted that they probably only had two of them and left with Fluttershy/Pinkie Pie.
Today, since I was working anyway, I stopped at Mcdonalds on the way to see if they had any new ones. The server pulled out 2 and said this was all they had (Cherilee and Twilight). I told her I would take both and left with my happy meal. When I opened the box I had Rarity and Twilight...wtf? I had to get to work though so I didn't turn around and ask for the rest.
So later that night, we were sort of dead, and I ran over to McDonalds for some food for everyone working that shift since I wanted to check on the ponies anyway. This time, I brought an extra pinkie pie (that one of my Co-workers gave me) to trade for something else and asked specifically for the blue one.. low and behold, Rainbow Dash was totally available. I just straight up told her to show me everypony (yah just like that), and she brought out Cherilee, Twilight, and Rarity saying that was guaranteed all they had left.
Someone off his shift standing around poked in asking why I was buying all these ponies, and I told him I needed them all for my nieces birthday party on Friday. He went behind the counter and pulled out the ones that were guaranteed not available, leaving his co-worker sort of dumbfounded. She was just straight up being lazy even though no one else was in line. I'm assuming this is what was going on at most of your McDonalds stores. I asked the guy if they had some sort of system of holding back specific toys, and was told that his store didn't, but some do.
Again though, you can't really blame the poor McDonalds employees for being lazy.
So next time you go to a McDonalds looking to complete your set, do a few things differently.
1) Ask by color directly.
2) Ask other employees
3) Go when it's dead, so you aren't holding anyone up.
4) Buy a happy meal with it, it makes each toy 60cents instead of 2 bucks.
5) Don't immediately assume the worker is actually thoroughly checking. Chances are they are just humoring you. Aim for a manager, they tend to walk around in much more important looking uniforms.
6) At this point in time, every McDonalds should have at least most of the set. If they bust out 2 of them, try asking them to check the back or asking for a manager.
There are so many easy excuses it's really not a question of embarrassment. Birthday party for your sister or niece works fine and might trigger some "give a crap" in nearby employees.