Lambert can sympathise with the 37-year-old former Newcastle, Manchester City and Republic of Ireland keeper.
He said: "One thing with Shay is that he has been excellent. He is a great pro. He does everything right and a great goalkeeper.
"I've spoken to Shay and if something happens, we will look at it. He wants to play. There is no two ways about it. He wants to play.
"Shay is still a positive influence about the place and he trains really hard. I know he is disappointed with the situation but when you get a good pro, you know you can work with him.
"He is testament to himself with the way he keeps training the way he does and behaves the way he does."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball