Wales great Allen, 35, played the final game before hanging up his boots as Swansea ended their EFL Championship campaign with an entertaining 3-3 draw against Oxford at the Swansea.com Stadium.
The Swans had led three times through Eom Ji-sung, Ronald, and Liam Cullen, but Oxford responded on each occasion as Greg Leigh, Michal Helik and Przemyslaw Placheta netted to earn the U’s a battling point.
Midfielder Allen was replaced after 70 minutes to a rousing ovation by the sell-out crowd by Naughton, who also ends his time in South Wales after a ten-year stint.
Sheehan later confirmed the departures of experienced out-of-contract trio Cyrus Christie 30, Jon McLaughlin 37, and Kristian Pedersen 32, but still harbours hope over key centre back Harry Darling signing a new deal with the club.
Having been appointed permanent head coach on Wednesday after saving the club from a relegation scrap with seven wins from the last nine games, the Irishman says Swansea must bring in players with Championship know-how when the transfer window opens.
“It’s a big window. We need to make a lot of right decisions,” said Sheehan.
“We are going to have to get the right blend, and we are all very clear on that, because we have lost players with incredible experience.”
Swansea will also lose another established second-tier player in on-loan Nottingham Forest midfielder Lewis O’Brien, whilst versatile defender Hannes Delcroix will return to parent club Burnley.
Sheehan says he expects a busy week with Swansea looking to do some early summer transfer business to add to the signing of Danish midfielder Melker Widell from AaB Aalborg.
Reports circulating suggest that 22-year-old BK Hacken winger Zeidane Inoussa is one on the radar, but Sheehan would neither confirm nor deny the interest.
“I can’t comment on that right now, said the Swans boss.
“He is a talented player. I think we are all in agreement across the board, we know the areas we need to strengthen to add depth to the squad.
“We all agree we want to bring in potentially really good players and give them that opportunity to thrive.
“To do that, you have to have the right culture, the right experience, and the right blend.
“We have had meetings already. We want to be aggressive in the right areas of recruitment and try to be aggressive on our targets.”
[Lead image: Swansea City FC]
