Mackay will be present at a club board meeting on Monday that may decide his future as manager of the Premier League side.
Cardiff confirmed on Friday that Iain Moody, one of Mackay's most trusted aides, had left his post and been replaced by 23-year-old Kazakhstani Alisher Apsalyamov who is a friend of Tan's son.
Tan claimed to have "every faith" in Mackay, saying: "I have supported him in the past and will do so in the future for many years to come," but the episode has cast serious doubt on the manager's future.
Mackay's agent Raymond Sparkes told Wales Online: "Malky does not want to talk about himself too much right now, but he is aware the biggest question that many people have is, 'What is the manager's current situation?'
"He knows everyone wants him to stay and he says, 'Yes', he will do that. But he needs certain assurances that these things will be better as we move forward.
"We have to feel the climate is right to be able to move things forward. We know there are three or four 'Doubting Thomases' and Malky is aware right now there is not 100 per cent support for him in the club.
"Malky's main aim is to seek and clarify his position at the club moving forward. We would like to make it totally clear that Malky has no intention of resigning."
Mackay wants the situation clarified for the club's confused supporters and Sparkes says he will demand a public explanation from Tan and his colleagues.
"Malky understands there has been a lack of clarity and will insist at the end of the board meeting that the chairman or other senior directors provide supporters with a clear explanation of what has been going on," added Sparkes.
"If that cannot be done he will take it upon himself to do it. He does not want the club's fans left in the dark for too much longer."