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"It's been a strange season for me," said Davies.
"Going to Millwall did me good but it turned sour in the end. I scored three goals in six games there, so you'll have to ask Mark McGhee why he let me go early.
"He just said it would be better if I went back to Southampton. I came back, no questions asked, because there was no point in being on loan and sitting on the bench.
"Injuries here have let me back in, though I've not been offered a new contract so I just have to do what I can do. I've got to get away from here.
"There are a few days left in the transfer window and I've had a little bit of interest from different teams.
"We'll wait and see what happens next week, I might not be around for the replay, but the squad is small here so I might be needed."