The 19-year-old, who has struggled to get into the Wigan side since his £1million move from Bristol City in August last year, was all set to switch to Bramall Lane before being told at the last minute the deal was off.
Cotterill said: "The plug was pulled at the last minute on the loan move. That was disappointing and very frustrating for me.
"I need to be playing and there have been times when I have not even been in the travelling squad for matches.
"I have had a chat with John Toshack asking his advice in terms of my club and international future and his advice was what I expected - to try to get matches, maybe out on loan. That would help everyone.
"Now I have to wait for the new manager to be appointed for another fresh start and to see whether I can go on loan or be in the first team."