MOSCOW (Reuters) - Despondency and uncertainty were the prevailing feelings in the Chelsea camp as they faced a grey Moscow morning on Thursday, still stinging from their shootout defeat in the Champions League final.

If John Terry's spot kick had been fractionally more accurate it would have been him, instead of Manchester United duo Rio Ferdinand and Ryan Giggs, lifting the trophy in the early hours of Thursday morning in Moscow.

Instead, Terry's effort clipped a post and moments later Nicolas Anelka's kick was saved by Edwin van der Sar to leave Chelsea empty-handed for the season after finishing runners-up in the Champions League, Premier League and League Cup.

It was not what Russian owner Roman Abramovich would have had in mind when he bought the club in 2003. But it was still Chelsea's best effort in Europe's top competition after three semi-final defeats in the last five years.

Whether it will be enough to keep coach Avram Grant in a job remains to be seen. With speculation too about the future of striker Didier Drogba, defender Ricardo Carvalho and even badge-kissing midfielder Frank Lampard, it could be an uneasy close-season at Stamford Bridge.

Grant, who took over from the hugely popular Jose Mourinho in September, has yet to win over all the Chelsea support, but the Israeli remains calm about his position at the club.

"I think it has been a terrific season and everyone at Chelsea can be very optimistic about the future," he said.

UNHAPPY TIME

Asked about his own situation, he added: "I am not thinking about that. All I do know is that I will not be very happy for the next few days at least."

Abramovich has remained silent on the issue, but even through his disappointment should recognise that the man he installed to widespread raised eyebrows has held his own despite a thin pedigree in top-level soccer.

"In previous years, Chelsea would be on vacation now," Grant said ahead of the final, the nearest he has come to blowing his own trumpet.

Drogba has been more outspoken, though his views, like his ability to withstand a tackle, seem to change with the situation.

The Ivorian forward's popularity with the Chelsea fans has also taken a dent after his red card for slapping Nemanja Vidic late in extra time, depriving his team of a key penalty taker for the shootout.

Drogba, who curled a shot against a post with 12 minutes remaining of normal time in the 1-1 draw, seems likely to depart in the close season, while Carvalho, who followed Mourinho to London from Porto, could also move on.

Lampard seems to be a different case and he said this week he would be having talks about an extension to his already lucrative contract that expires in a year.

"It's obviously been the last thing on my mind in the last six weeks but I will sit down and talk with them after the England games," said Lampard, whose mother died last month.

"I hope we can come to a conclusion. I am pretty confident we can. I have said that many times before."

"What is important is that the club moves forward whatever happens with the personnel. We've given it everything this year and it wasn't quite to be, but the strength of a club is how you return."

(Editing by Trevor Huggins)