To answer all of the questions:
The patties are thrown frozen right onto the grill, no thawing at all. I believe most restaurants now have the "clamshell" style grills that cook the patties on both sides at once. If not, they have a "sear" phase where they press a metal puck down on top of the meat to give it a quicker browning on one side.
As for the "ice cream" and the "french fries"... The ice cream contains, among other things, corn syrup solids, guar gum, and cellulose gum. The french fries are not only cooked in one or more of soybean oil, corn oil, canola oil and hydrogenated soybean oil, they also contain hydrogenated soybean oil and "wheat derivative".
What would be better? Go to the grocery store that the McDonalds probably sits in the parking lot of and grab a package of Boar's Head roast beef and a small container of goat cheese, or potentially a tray of Deviled Eggs from the deli counter.
As for better from McDonalds? I'd say your best bet (still not as good as, say, the deli counter at a grocer) would have been a Double Quarter Pounder with no cheese (contains gluten), no ketchup or mustard, extra tomatoes, extra pickles and extra lettuce and a glass of water. Discard the bun.