McCoist stunned Scottish football when he handed in his 12-month notice period before going on gardening leave nine days later.
Since then Rangers have lost four of their six games in all competitions, including Friday’s 2-0 defeat at home to Hibernian.
The dreadful run of form, which also saw them exit both cup competitions, has led to speculation that some first-team members have downed tools for the season.
However, Law is adamant everyone is still committed to helping Rangers gain promotion back to the Scottish Premiership.
He said: “We have a lot of players out of contract at the end of the season and there has been a lot going on with the managerial situation as well.
“It’s a strange situation for everyone at the minute but I would certainly say the players have not chucked it.
“There are a lot of angry players in there, guys who care. No one has chucked it and no one has mentioned that.
“Since we lost Ally McCoist it has been difficult.
“We have lost a lot of games since he went and I don’t think we have really recovered from losing him.
“Ally was such a huge figure and he kind of held it all together for everyone as well as he could in difficult times.
“That has been underplayed because of the character he was. Even in tough times he was in here and always in high spirits.
“He kept everyone going in that way so it has been difficult, especially for Kenny McDowall who has been put in charge.
“Ally did come in for criticism, unfairly I felt, but since he has gone we have lost a lot of games and have not been playing well.
“You just have to keep going but it is difficult. We have to galvanise ourselves somehow and try to lift the club and the fans.”
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