"What happened was Ed said, 'Can I have some friends over this weekend?' I said, 'Of course,'" Cox, 57, recalled. "And he invited Johnny, Gary Lightbody, you know, both of them from Snow Patrol, Taylor Swift. ... Just some great musicians."
"This is unbelievable. What a party," said Stern, 68, to which Cox replied, "It was great. It was really fun."
Several people stayed the night, including Sheeran, but McDaid, Lightbody and Swift didn't.
"We all woke up the next morning. Everybody had traded numbers [and said], 'Let's stay in touch,' and nobody asked me for my number," Cox recalled with a laugh. "I mean, this is worse than not getting nominated [for an Emmy]."
The "Scream" star went on to reveal her first impression of McDaid -- and how the two ultimately connected with the help of Cohen.
"I remember seeing Johnny and going, 'Oh, wow. He's really, he's intense. He's got those eyes, and he was playing the piano,'" Cox recalled. "And I thought, 'Oh he's really, really handsome.' But I didn't do anything about then."
She continued, "Then I had the screening of this movie I directed and I heard Isla say something to Jo -- a friend of ours ... she was single at the time -- 'You should go try to flirt with Johnny.' And I went, 'Whoa, whoa, whoa. Isla, what are you doing? If anybody's gonna try to flirt with Johnny -- what's wrong with me?' And so Isla went up to Sacha and said, 'Sacha, Courteney wants to go out with Johnny.'
"So Sacha walks up to Gary and Johnny [and says,] 'Hey! Courteney wants to f--- one of you from Snow Patrol. And it's not you, Gary,'" Cox said with a laugh.
"What a Hollywood story!" Stern said, before Cox then revealed that yet another celebrity was involved: Harry Styles.
"This is really weird. Harry Styles was in the conversation and Harry's like, 'If you don't ask her out.' I think he, like, threatened to do something crazy," Cox told Stern. "I forgot what it was. It was pretty bad."
She added that McCaid reached out to her the following day and they "went on a date a week later."
Cox and McCaid have been in a relationship since late 2013 and became engaged in 2014. However, the two later broke off their engagement in 2019, but are still together.
When Stern asked Cox if McCaid is "going to propose at some point," Cox replied, "We never talk about it ever. I don't think about it."
"We've been engaged, but ... it's irrelevant," she explained. "I don't think about getting married. I love his family. I love, I mean, I love him. I love, you know, what he does."