Mackay has been under pressure from inside the club this season.
But Bellamy told the London Evening Standard: "I've got a lot to learn from him - he's been remarkable for the club. He took it to another level, took us an extra step by getting to the Premier League, and winning the Championship, which is a tough, tough league to win. What he's done is amazing - the professionalism and manner, the way he has that aura about him. When he comes into the room you know it, he has that stature, that presence. Where the club are is down to him and the staff."
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