Game against Millwall needs a response and I'll be shocked if there isn't one. Despite my criticisms of Rosenior, I don't think he or any manager would be happy with that performance and he will demand better. Likewise, the players looked frustrated.
Regarding the team for Millwall, Coyle is not a left-back so long as I've got a hole in my arse. I actually think Coyle deserves to be starting ahead of Christie at right-back on Saturday as Christie was way off it but Greaves or Vinagre need to be starting at left-back, not Coyle. Traoré was poor against Ipswich as well so he should drop out. Delap is wasted wide-right and needs to be playing centrally either alongside Connolly in a front two or up top on his own.
I certainly agree with you about Coyle is not a LB and should be ahead of Christie who looks off it and leggy. I think I would rather go with Delap up front, with Philogene and either Lokilo/Sinik on the wings, Twine in for Traore and use Connolly as a sub.