Ian Baraclough has the full backing of the Northern Ireland squad despite the manager facing a number of boos after Sunday's 2-2 draw with Cyprus.
Cyprus led 2-0 at Windsor Park before a goal by McNair and one by Evans in the final seconds of the game.
"We're all in it, win, lose or draw," said the player.
I don't think it's a good idea to dig people out right now.
It is difficult at the moment but we need to stick together and I am confident things will change.
Sometimes a team goes through rough spells. We all stick together and things will improve.
Baraclough wanted to win four times from four. The opening-game defeat by Greece was followed by a goalless draw in Cyprus and a defeat away to Kosovo.
Northern Ireland's search for a Nations League victory stretches to 14 games, with Baraclough's record as manager standing at three victories.
"It was a game we were going into confident we were going to win and I thought we gave up two poor goals," he said.
It was going to be difficult to get back into the game. We got what we deserved but it's disappointing.
We wouldn't have taken two points out of 12 if you had told us. The results have been disappointing.
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