Lakay is yet to report for pre-season training with the Free State side, who started their preparations for the new season last week.
The former SuperSport United midfielder's contract with Siwelele is set to expire in June next year, yet Celtic CEO Khumbulani Konco has confirmed that the player has placed a transfer request with management, with no possible suitors so far.
"We not surprised. Every transfer window, Lakay always hands over a transfer request," Konco tells KickOff.com. "We are sitting with about three or four transfer requests.
"We have not yet been approached by any team regarding his services,” he adds.
Lakay netted two goals and chipped in with four assists in 27 matches across all competitions for Celtic this past season.