Steve Cotterill's position at Salop still remains uncertain after the club announced they were forming a new football board without consulting the manager more than two weeks ago.
Some progress has been made as they appointed Micky Moore as their a new director of football this week but McNally has urged the club to address the future of manager Cotterill.
He said: "You just want some clarity so they can set out their plans for next season.
"Steve has got a lot of experience hasn't he? He has been a very good manager. He has managed, let's face it, bigger clubs than Shrewsbury.
"He has brought a lot of that experience with him.
"At least with Steve, you have someone who is steering the ship who knows all about the game."
McNally, who made 279 appearances for Salop between 1980 and 1989, says managers like to plan in advance and get ahead on their summer dealings ahead of the next season which is set to start early in August.
He continued: "As a manager, you want to be ahead on everything. You want to be planning what you are going to do to the best of your ability.
"You are thinking of the future, and in football, you need to be thinking of next season.
"He needs to be saying these are the players I am looking at that can improve the side.
"The players who are under contract must be wondering what it is going on too.
"There are a lot of problems at the moment and it will be interesting to see what transpires over the next week or two as well."