Since I read all of the books, but forgot what a Horcrux even is, I don't think so. Because I would not have had forgotten the briefcase in Pulp Fiction. A central element that gets referenced often.
I don't know if Harry Potter has a MacGuffin at all, maybe the wands and magic in itself?
It had a few of them, more or less, but they're all basically just "quest items" and less "pure" MacGuffins- the philosopher's stone in the first book, for example.
I don't think Horcruxes count - it's introduced way later in the series where we're already very deeply invested in all the characters, and instead of disappearing, it becomes the center of the attention for the rest of the series.