Zinser makes a shellac based primer that is dead white (titanium dioxide). Being shellac based it doesn’t raise fuzzies on MDF. But it isn’t a durable surface and would need a topcoat.
Dewaxed shellac (Sealcoat from posts above) is almost dead clear and would be used under your white topcoat.
Another alternative in the waterborne world is the Lenmar Duralaq line of products. Their Duralaq Undercoater is dead white, cheap as these things go a d doesn’t cause too much fuzzies on MDF. They have a white poly that is reasonably durable and dead white. That would be the topcoat. It is a modified acrylic. These must be sprayed, not brush or roller compatible.
Similar products from General Finishes, Sherwin-Williams (professional products), Target (not the dry goods store) and others.