Well, 'like to die a mckenzie novel' might be a very creative and perhaps a bit of a cryptic way of saying that someone wishes their end or a particular situation to be as full of intrigue, character, and story as a novel by an author named McKenzie. It could be that the person admires the style of McKenzie's writing and wants their own 'ending' to have those same qualities. For example, if McKenzie's novels are known for their complex relationships and unexpected plot twists, this person might want their life's end to have a similar sense of depth and surprise.
It could be a misphrasing. Maybe it was meant to be something like 'like to die in a McKenzie novel'. If that's the case, it might imply a love for the world and stories created by McKenzie to the extent that one imagines their death within that fictional universe would be an interesting or desirable experience. It could also be a completely new or made - up concept that only the person using this phrase fully understands, perhaps as part of a very personal or niche thought process.