Rangers boss Stuart McCall says he feels sorry for Gael Bigirimana, but admits he should never have been signed.
Chris Gunter will stay at Reading, after the club took up the option to extend his deal by another year.
The Scotland international has made just three appearances for the npower Championship club this season but remains in his manager's plans and is unlikely to be sold in the January transfer window.
"Craig has put in a transfer request which we have refused," Mackay told the South Wales Echo. "I don't expect any of my older players to be happy not playing but Craig is a member of my squad and part of my plans. He will not be leaving in January unless something drastic happens."
The 27-year-old has made just one league appearance this season having played 39 times for Mackay last term following his arrival from Dundee.