McLeish's side mustoverturn a 2-1 deficitfrom the first leg if theyare to reach Wembleyand deflect some focusfrom their decline in theBarclays Premier League.
The Birmingham owneris said to havereservations aboutMcLeish, and theirrelationship will not havebeen helped by Yeung'ssidekick and actingchairman Peter Pannu.
Left scratching his head: Alex McLeish is under increasing pressure at Birmingham
Speaking about transfersbefore Saturday'sdrubbing at ManchesterUnited, Pannu said:'Carson has so far, inaggregate, spent£26.3million since hisarrival.
Unfortunately,most of the purchaseshave not been playingmuch and have not improved the teamdirectly.
'There are no blames(sic) here against anybody.These things do happen. Equally, no one canblame him if he feels heis not sure if his money iswell spent.'
Eagle eye: Blues chief Carson Yeung is keeping a close eye on proceedings at St Andrews
Coming on the day of abig game, the commentscannot have been helpful.The Birmingham boss isdesperate to bring in atleast one striker beforethe transfer windowcloses next week and hasimplored the club not tosell forward CameronJerome.
They arelooking at Newcastle'sShola Ameobi if Jeromedoes depart.
McLeish said: 'Myrelationship with theowners is fine. We'veworked together overthe last year and I'm surewe'll be workingtogether over the nextyear and hopefullybeyond that.'
Blackpool boss Holloway dismisses 'disgraceful' Liverpool bid for AdamSelling £4m Jerome would be bonkers, McLeish tells his Birmingham bossesManchester United 5 Birmingham 0: Dimitar Berbatov has United on easy street
Explore more:People: Alex McLeish Places: Birmingham, Newcastle