Tshilo trained both AmaZulu and Black Leopards during pre-season but according to his manager Joseph Cotty the clubs could not agree financial terms for a loan deal, despite being interested in signing the player.
The 27-year-old – who spent last season on loan at Jomo Cosmos – is not in Johan Neeskens' plans for this season.
"Sundowns wanted all these clubs to take over his contract as it but they couldn't. Both clubs actually wanted a subsidy but Sundowns felt whoever wants him must honour all the financial obligations. Both clubs felt since he would get game time while with them on loan then they should get a subsidy," Cotty says.
"For the local market it is obvious that he has to wait until January but we are also pursuing other options abroad. For now he is training with the reserve team to keep fit because he still has a contract at Sundowns. It is no doubt that he should be able to come back and play because he is a good player," Cotty adds.
Tshilo also confirms that he is back at Chloorkop as he still has a contract with Sundowns.
Since signing for Sundowns from Cosmos, Tshilo played just nine games in the one season that he spent with the first team before being loaned out to Ezenkosi last season.