But O'Neil revealed the players are determined to battle on for Southgate, who retains the backing of chairman Steve Gibson.
"The manager has stuck by his tactics and stood by the way he has wanted to play the game," O'Neil told the Northern Echo.
"He has also stood by us during the difficult times when there have been some bad results. He has kept telling us to hang on in there.
"The manager is a great bloke. He has brought a lot of lads here and he has been with us through hard times, we all want to do well for him. At the end of the day it is his job which we are all fighting for.
"The chairman here is also fantastic. He gives a lot of managers a lot of time. Other chairmen could have panicked before now, quite easily.
"We want to make sure the gaffer does well in this job. We are all together in training and we are all desperate to make sure it happens."