I'd suggest in future if you don't want players loaned out, go to their squad status and make them "Unavailable for Loan" rather than "No Status Set". Provided that's within your rules
Yeah i thought about doing that, but have decided to leave the director in full control of transfer/loans both in and out.
The only thing i can do is add players to the "Transfer Targets" list - although so far he has failed to sign any players listed!