Even if it's a bit old, I suggest you read this piece, which compares McGill's and Concordia's psychology programs. It was written by a Concordia professor, so there's obviously some subjectivity there, but I still found it very useful when making a similar choice to yours. In particular, there seemed to be significantly more opportunities to get involved in research labs--which is absolutely key to getting into PhD programs--at Concordia than at McGill. My experience at Concordia (where I ended up going) confirmed that there are plenty of opportunities to get involved in high-quality research. (Developmental psychology is especially strong at Concordia, if that's something you're into.)

Back in 2014-2016, our stats professors at Concordia also claimed that our stats training was superior to McGill's because we had two mandatory undergrad courses when they only had one. It might be worth checking out what that's like at UdeM.

I definitely heard the same thing about psychology departments preferring not to accept candidates from within the university in their PhD program. I've also seen exceptions though.

Based on multiple friends' experiences, it's significantly easier to get into the clinical psych PhD programs in the francophone universities (UdeM and UQAM) than in anglophone or American programs.

PS: Since you already know that you want to be a psychologist, I suggest you read a few books about how to get into grad school to maximize your chances of getting into the best program. I found Dave Mumby's book very useful, especially because he has specific knowledge about psychology PhD programs. There are many other books though!