The two guys in the CL are not exactly ripping it up, Stephens has force his way into a settled defence and is not getting game time, Sam in playing but not getting any goals. Loans do not always work out.
It's a shame for Stephens, but I think once the games pile up in the Championship he will get his opportunity. In some respects it's good experience if he is to become 3rd or 4th choice centre back here in the next few seasons. As you have to learn to deal with being a squad player and then cope with the pressure of being in a top of the table team.
Gallagher hasn't been finding the net, but it's game time at a very good level and even if he doesn't set the league alight it's still useful e.g. Harry Kane