Sakho travelled to Rennes on Wednesday in the hope of securing a move to the French club but West Ham refused to sanction the transfer and yesterday called him back to London.
Diafra Sakho has taken it upon himself to attempt to force through a move to Rennes, undergoing a medical with the Ligue 1 side without West Ham's permission.
Supporters of the club arguably had a more obvious horse to bet on, but The Happy Hammer was a non-runner in the race.
West Ham finally play their first home match of the season when they return from the global break when they host Huddersfield Town at the London Stadium, but prior to that all eyes will be on Slaven Bilic to see if he does any last minute business before the window closes.
Speaking from Chelmsford, McKay said: "No bid has been accepted". Talks began with The Hammers later that afternoon, with the club co-owner David Sullivan.
It is another unwanted headache for troubled West Ham manager Slaven Bilic who is under pressure after losing the first three games of the season to leave his team bottom of the Premier League.
"I thought "You have just signed me and I have played on the right or behind the striker at Hull City all season".
Now he appears to be set on leaving the club but he seems to have jumped the gun unless West Ham back down as deadline day enters the final furlong.