And Shelvey, linked with West Ham United in this transfer window, refused United manager Benitez's offer of a handshake as he left the field.
And when asked if Ashley had told him what his budget would be, Benitez said: 'No, we are still working'.
"If someone would come in and could buy, then we would have extra money to go into the market but we don't want to sell anyone who has value for our team".
Newcastle have been linked with moves for plenty of strikers already, but with the club facing such an uncertain future with regards to their ownership, it will be hard for Rafa to attract top level players to St James' Park this month.
"And we wouldn't loan out if we do not have options to replace them".
Diana bronze unveiled at Harrods
The Queen had also dropped Harrods as her provider of Christmas puddings in favour of Tesco. Mr Al Fayed said he wanted to keep the pair's "spirit alive" through the statue.
Newcastle United have been backed to beat Swansea in the relegation six pointer this weekend, with the club looking at getting further away from the drop zone.
And if the Magpies fail to add an established forward to their ranks this month, they could be in real trouble. "No, it will be a massive game for them and a massive game for us". He (Ashley) knows he has to improve the team so that we have the quality which allows us to stay in the Premier League.
Republic of Ireland keeper Rob Elliot and defender Chancel Mbemba could return to the squad after recovering from thigh and knee injuries respectively, but Mitrovic is still sidelined with a back problem.
Rafa Benitez has told his Magpies side to be wary of the threat the Swans can bring to the game, with Carlos Carvalhal's men now sitting bottom of the Premier League table. It is not just the philosophy, it is trying to achieve points.
'We can not sell players that are playing because we would have to replace them for better players and, in January, we would need a lot of money to convince players to come here, that is nearly impossible in January, ' said Benitez.