Garry Birtles
It is too late. All the best deals have already been snapped up.
All that is left are the cast-offs and damaged goods that nobody else wanted.
But then, Davies saw this on the horizon.
He knew this would happen – which is why he wanted to do his shopping in January.
Now Forest have been left to flounder like somebody who has picked up a puncture on the motorway – only to realise that they never got around to buying a spare tyre.
The only question is whether their journey to the Premiership has merely hit a bump in the road – or if it has been derailed altogether.
Make no mistake, McKenna was their most influential, most important player.
If Davies had a list of players he did not want to lose, his skipper's name would have been right at the top of it. Written in capital letters and heavily underlined.
His purchase was the best £500k they have spent in years.
Now they have to do without him for most of, if not all of, the remainder of the season.
Forest fans will all love Robert Earnshaw, because he scores goals.
They adore Raddy Majewski, because he is brilliant on the ball. He makes things happen.
But McKenna has been the most crucial, vital player in the side.
He is the man who made Forest tick as they climbed, unexpectedly, into the promotion race.
His ability to win the ball and lay it off may not be glamorous.
His hard-working, straight forward ethos may not often win him the headlines.
But, to his team-mates, he will have been invaluable.
He is a leader, a driving force, a man who instils discipline into a young, energetic but inexperienced squad.
Can he be replaced?
In the current squad, sure, there are players who can physically come into the centre of midfield and do a job.
Guy Moussi has the quality to slot in and do the defensive job that McKenna did, if he can find his consistency.
He is the most obvious man to slip into his shoes. Lewis McGugan, as he showed on Saturday, is also a contender – but only if he can continue to fulfil the defensive duties that are required in that part of the pitch, as well as doing what he does best, when he is on the ball.
If I am honest, however, I am not sure they have anyone who can fill the void entirely.
Had Davies had his way, Darren Pratley, the Swansea midfielder, would have been waiting on the sidelines to step into his shoes.
But Forest were not able to complete a deal to sign him in January.
And now they do not have anyone with McKenna's calm head.
Nor, to be blunt, do they have the strength-in-depth that is required to shore things up now that McKenna's season is over.
Which is why, not for the first time, I find myself imploring the transfer acquisitions panel to throw their weight behind Davies now.
If the manager does have somebody in mind to bring in, the club has to pull out all the stops to get their man. Because they are so close.
West Brom may have climbed back above Forest in midweek but second place is still up for grabs. It is there for the taking for one simple reason – West Brom will slip up again. They will.
They have started to stutter under the pressure, as the finishing line approaches.
Now, if Forest are to avoid doing the same, they need somebody with McKenna's influence in the team, to keep feet on the ground.
Which is why, if he is fit and available, I would be on the phone to Birmingham, enquiring about Lee Carsley.
He damaged his ankle in the FA Cup clash against Forest in January. But he is reportedly close to a return.
And, while he may just have celebrated his 36th birthday, he has the qualities Forest require.
I don't know if Birmingham would be willing to let him go out on loan. But I would be pestering Alex McLeish and asking the question.
It would be all too easy to go out and loan some wet-behind-the-ears Premiership youngster. But that is not what is needed now. Forest need experience. They need an old head. They need a leader. Carsley is all of those things. And he is also an honest professional.
He would not come to Forest just to go through the motions, to plod his way through to the end of the season. He would give his all. He would be committed.
Losing McKenna is a turning point in Forest's season.
But, how the club responds to it could be even more significant.