Crystal Palace caretaker manager Keith Millen has revealed the players are questioning the direction of the club after the shock departure of former boss Tony Pulis.The Eagles announced on Friday that Pulis had left Selhurst Park by mutual consent after he fell out with co-chairman Steve Parish over transfer policy.And Millen acknowledged that the former Stoke manager’s sudden exit, less than 48 hours before they meet Arsenal in the opening game of the Premier League season, had left some of his squad wondering what the future now holds.“We are all shocked from the players to the staff,” said Millen, who has been put in temporary charge of the team for the match against the Gunners.“We knew the frustrations of the club that we hadn’t brought in as many players as we wanted but as far as training is concerned we had no inkling this might happen.”Millen continued: “The players are asking why. This has happened now three times what with Dougie [Freedman] leaving and then Ian [Holloway] and now Tony.“So they’re asking why. It’s important to reassure them they’ve done nothing wrong. Tony loved working with the group and they are a great group to work with.“Now all of a sudden they’re wondering who is going to come in and what direction we’re going.”The caretaker boss also denied the clash between Parish and Pulis was specifically over the proposed signing of former Eagles star Wilfried Zaha from Manchester United.Reports had suggested the former Palace chief was frustrated by the south London club’s consistent pursuit of the England winger, but the caretaker boss shot down such an idea.“No they didn’t disagree on that. He’s a name who’s been mentioned all summer,” Millen added.“We need to strengthen in that area and Wilf ticks a lot of boxes. We don’t even know if Manchester United have made him available and if he is there’ll be a lot of clubs interested.”Arsenal against Crystal Palace is LIVE on talkSPORT from 5.30pm on Saturday. Click here for ways to listen.