Warnock refused to comment on the reports following his team's 1-0 defeat by Coventry at the weekend and Derry confirmed the players remain unsure of their manager's intentions.
Derry told Sky Sports: "He has not given us any impression of whether he is staying or going, so while he's here we fully respect the manager.
"He respects us as players, he's the manager of the club and until we are told otherwise. We will have to cross that bridge when we come to it, but we hope he stays.
"He's the man for us, but only the administrators and Neil know what's going on."