The Irish international twice dived low to his right to take City further in Europe than they have managed for 20 years. This was after what should have been a procession turned into a panic as a comfortable 2-0 lead was wiped out in five chaotic minutes with the last eight in touching distance.
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Hughes said: 'We should never have been in the situation of needing penalties. We were in control for an hour but we don't seem to do things easily at this club.
'But knowing Shay was between the sticks gave us real confidence and the players going up to take their penalties believed Shay would play a part and save one. We can play better, we have proved that, but maybe Lady Luck is smiling on us, and that's a good thing.'
If Hughes's side are to make any further impact on this competition they will need to improve vastly on this limp display. So far City's European performances have seemed immune to their dreadful domestic away form. The virus appears to be catching. As soon as AaB showed even the slightest attacking intent, they crumbled.
The Welshman will know his team were lucky their hosts did not latch on sooner. The Danish champions started with an overly cautious 4-5-1 which scarcely posed City's notoriously porous back line a problem in one of the most anodyne first halves seen anywhere this season.
After the break, though, AaB threw off the shackles. They poured forward, Caca screwing one shot wide, Luton Shelton forcing Given into a point-blank save and Andreas Johansson unfortunate not to win a penalty after Javier Garrido appeared to bring him down.
City could have wrapped the game up on a rare foray upfield, Robinho clattering the crossbar from Stephen Ireland's pull back but, near the birthplace of King Canute, they were holding back the tide.
Within seconds, the nails of 650 hardy souls who had travelled to the tiny Energi Nord Arena were being bitten. Siyabonga Nomvethe knocked the ball down and Shelton drilled past Given from 10 yards. Then, with just a minute left, Ched Evans handballed and Michael Jakobsen duly converted from the spot.
All the energy, all the momentum was with Aalborg, and in truth the visitors did well to find sufficient resilience to endure the torture of extra time. Perceived wisdom states a penalty shootout is a lottery, but that does down the talent and courage of Evans, Elano, Shaun Wright-Phillips and Richard Dunne.
All four coolly, calmly and emphatically scored from the spot, while Given denied weak attempts from Thomas Augustinussen and Shelton to keep City's European dream alive. Without an immediate cure for their travel sickness, though, it will serve only as a stay of execution.