The 24-year-old has not been training with the first team this season and is now working to kick-start his career at another club.
Shea, who was linked with Southampton before the transfer window shut, told SI.com: "It's frustrating I'm not out there playing. I should be out there playing.
"Basically, the manager said he doesn't have me in his plans and he wants to work with the guys in his plans.
"I'd rather him tell me than not tell me. It was kind of obvious, anyway. It wasn't a surprise. I'd rather him be honest and give me the chance to sort something out for myself."
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