The Welshman, who has just returned to Britain following a stint with Real Sociedad, was reported to have been staying on the south coast last weekend and is believed to feature on the Saints’ short-list of candidates to replace George Burley.
Glenn Hoddle, the former Saints manager, has withdrawn from the running but Micky Adams and Billy Davies are both also believed to be under consideration.
Whoever does take over can look forward to a potentially-glamorous FA Cup fifth round tie after late goals from Andrew Surman and Grzegorz Rasiak ensured the Championship side did not slip up against League Two Bury.
Nevertheless, there is still much work to do.
Bury were the better team for long periods at St Mary’s and John Gorman, the caretaker manager, admitted his team were fortunate to progress. “Bury were tremendous, they worked hard, they broke very well and they were unfortunate, it was our day,” said Gorman, who is in charge alongside Jason Dodd.
“That’s the cup. It brings out the best in teams, which is what I said to them when we saw the Havant half-time score and we were 0-0. It wasn’t pretty.”
Surman struck 20 minutes from the end of a fourth-round tie which, for long periods, looked like becoming another entry in this season’s long catalogue of giant-killings.
The England U21 midfielder’s 20-yard drive was deflected off Bury captain Paul Scott and past wrong-footed keeper Jim Provett.
Bury could have already been two goals ahead, however, after Richie Baker was denied first by the upright and then a fine save from Kelvin Davis, both inside the first 10 minutes.
Davis 7, Thomas 6, Powell 5 (Skacel 64, 8), Davies 6 (Idiakez 46, 6), Vignal 6, Hammill 8 (John 76, 5), Euell 6, Wright 7, Surman 8, Wright-Phillips 6, Rasiak 7.
Provett 7, Haslam 6, Futcher 6, Scott 7, Woodthorpe 7, Stephens 6, Baker 8, Barry-Murphy 6 (Mangan 81, 6), Buchanan 7 (Dorney 85, 6), Bishop 8, Adams 7.
Challinor, Hurst, Anane.
Stuart Attwell (Warwickshire) 6: Nothing to trouble him unduly.
** Far from a classic, although Bury fought hard. The score flattered Southampton.