The Murray brothers were outlasted by the third-seeded team of Raven Klaasen and Michael Venus 6-7 (3), 7-6 (6), 10-7 earlier Friday.
Andy Murray, the former No. 1 ranked singles player, has been limited to doubles as he recovers from hip surgery. He hasn't said if he will attempt to play singles this year. He and Jamie had won a match tiebreaker for their first victory in Washington before falling in the same manner Friday.
McNally, playing in the main draw of a WTA tournament for the first time, beat No. 4 seed Hsieh Su-wei 6-4, 6-3. That left no seeded players remaining in the women's final four.
McNally, who was given a wild card into the tournament, will play Camila Giorgi or Zarina Diyas for a spot in the final.
She and Gauff, the 15-year-old who reached the fourth round at Wimbledon, were scheduled to play the pair of Anna Kalinskaya and Miyu Kato in the doubles semifinals.
In singles, top-seeded Stefanos Tsitsipas of Greece swept past No. 10 seed Benoit Paire 7-5, 6-0.
Also, No. 3 Daniil Medvedev edged sixth-seeded Marin Cilic 6-4, 7-6 (7) to set up a semifinal meeting with Peter Gojowczyk, who continued his surprising run by upsetting No. 13 seed Kyle Edmund 6-3, 4-6, 6-3. The 122nd-ranked Gojowczyk, who lost in qualifying and only made it into the main draw when another player withdrew, has only one career title.
Jessica Pegula won an all-American women's quarterfinal matchup with Lauren Davis, 6-2, 7-6 (2), and Russian Anna Kalinskaya beat Kristina Mladenovic of France, 6-4, 4-6, 6-2.