Philippe Clement closed his post-match press conference by urging journalists to "dig in" to referee calls in the Premier Sports Cup final between Celtic and Rangers.
The Ibrox boss was left furious over the failure to award his side a spot-kick when Vaclav Cerny was brought down by Liam Scales in extra-time at Hampden.
The Celtic defender hauled down the Rangers winger after losing control of the ball. Referee John Beaton signalled for a free-kick but replays showed Cerny's foot on the line of the box.
VAR did not intervene with Alan Muir not calling for a review or informing Beaton a penalty should be awarded with IFAB rules stating: "If a defender starts holding an attacker outside the penalty area and continues holding inside the penalty area, the referee must award a penalty kick."
Clement blasted the "weird situation" as he discussed the major flashpoint in his post-match press conference at Hampden citing "hundreds of messages" sent to his phone over the penalty miss.
"I don't know if you saw the images, but my phone is overloaded with the penalty situation with Cerny, so I get hundreds of messages now about that," said Clement. "So that's also a really decisive moment for me."
On whether he had spoken with referee Beaton, Clement added: "Yes, of course. He cannot see that moment, but he didn't get the communication from the VAR to come and watch the screen.
"That's for me a really weird situation, that at least there's no look about that kind of situation in this kind of game. About the situation that the referee can make a decision. "
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Clement then issued a telling remark in a closing line to his press conference as he urged journalists to "dig into things" after voicing his frustrations over the penalty decision.
In his final line, Clement said: "So, last thing, I hope that you guys really dig in to things, I hope. Thank you."
New Rangers chief executive has now contacted the Scottish FA and Willie Collum to demand an explanation over the major incident.
The CEO only started at Ibrox on Monday but was quickly on the phone to Hampden officials to request answers over the flashpoint and why VAR did not intervene in the decision-making process with questions asked over Muir's role at Clydesdale House.
Further refereeing controversy then emerged as Kasper Schmeichel was seen inside the penalty box when Arne Engels and Adam Idah took their penalties in the shoot-out.
According to the Behind the Whistles account, Engels should have been stopped from taking his penalty as Schmeichel walked towards goal, with the Celtic No1 booked having also been inside the area when Idah stroked home Celtic's first spot-kick.
The rules read: "The goalkeeper of the kicker must remain on the field of play, outside the penalty area, on the goal line where it meets the penalty area boundary line."