Will Carlo Ancelotti still be in charge next season? After all that money spent over the years, was Paulo Ferreira coming off the bench really their last throw of the dice? Isn't it usually Didier Drogba's job to get sent off whenever Chelsea are on their way to elimination from Europe? (Ramires needs to learn his place.)
After ending the last three Champions League campaigns in disgrace, Drogba was the one who gave Chelsea a glimmer of hope with a second-half goal so ruthlessly cancelled out by Park Ji-sung within a minute.
Drogba had only come on at half-time in place of Fernando Torres after Ancelotti settled the dilemma of whether to pick the Spaniard and please his boss or select the Ivorian and win the match. In the end, starting with Torres achieved neither.
The £50 million striker looked more like a child who had won 50 minutes of Champions League action in a competition as he cut the figure of a boy amongst men, frozen in the floodlights.
As he took his place on the bench for the second half after another ineffective appearance for his new club - which let the boffins running this intricate website knock off early - he had plenty of time to ponder that he still has more than five years to run on the contract he signed in January.
To compound El Niño's misery, his equally flamboyantly monikered opposite number, Chicharito, was all too happy to remind him how easy it is for him to find the net in a red shirt.
Javier Hernandez is everything Torres was when he arrived in England four years ago - young, quick, exciting, unpredictable and able to make ball meet net with alarming regularity - and all for less than a third of the price Liverpool paid for Torres then and 20 per cent of the fee Chelsea forked out in January. The task of getting the club's record signing conditioned and confident by the start of next season seems to grow harder by the week.
Ancelotti admitted afterwards that he may have made a mistake in picking Torres over Drogba. When asked if the selection backfired, he said: "Maybe. Could be. I told you a lot of times this season I wanted to start with Fernando for this kind of game, these type of tactics.
"Didier played well in the second half. I wanted to put more pressure up front because we needed to score. Didier was fresh and he could use his power up front. This was the reason I took out Fernando."
Perhaps the most frustrating thing of all for Ancelotti and his players is that there is no big European lesson to be learned from losing away at United. It is not like they can return to the Champions League next season a year wiser in the ways of preparing against continental opposition - they will return to Old Trafford in less than a month's time in the Premier League.
That match will be eighth time the two sides have played each other since Ancelotti arrived at the beginning of last season. Sometimes Carlo wins, sometimes Fergie, but no amount of scrapping between the two can help further Chelsea's cause of winning their first European Cup. It increasingly looks like hasty, big-money signings won't do that either.
Still, for United there is only one question worth asking: can this team really win all three trophies they are still in for?
They may be seven points clear at the top of the league, one game away from the FA Cup final and now in the last four in Europe, but for the first time last night this current United side looked worthy of being a treble-winning team.
Team is very much the operative word, too. While Ancelotti was wrestling with internal politics for a match about which Blues midfielder Yossi Benayoun had said "that we are playing to save our season", Alex Ferguson's side put in a unified and beguiling performance to book a semi-final date with either Schalke or defending champions Internazionale.
From the moment Edwin van der Sar came rushing out of his area to slide tackle Nicolas Anelka on the half-hour mark United seemed destined to win, while one of the last acts of the match had the home fans chanting Wayne Rooney's name with more fervour than at any other time this season after the striker tried an audacious long-range lob. What United fan would have predicted that six months ago, when he was threatening to leave the club? Now the fortunes of Rooney mirror those of United, as they have both begun to peak at exactly the right time.
There was more than £250m-worth of talent on show among the 22 players which started last night, boasting between them a record 1,288 international caps. But, for all that, it was the side with the greater team spirit from the more stable club which deservedly went through. That is a factor Roman Abramovich should take into great consideration before wielding the axe on yet another manager.
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QUOTE OF THE DAY: "People asking if im going city? I dont kiss the Arsenal badge then leave <3 this club in my heart!" - Jack Wilshere, like so many before him, makes a rod for his own back after tweeting his commitment to the Gunners along with a picture of him kissing said badge.
FOREIGN VIEW: "If we win the Scudetto then the next transfer window will see us add one or two great players, and one of those could be (Cristiano) Ronaldo. If we were able to add Ronaldo to our squad I think it would please everybody. Sometimes dreams come true." - Milan president Silvio Berlusconi once again displays his thin connection with reality by insisting his club can poach the world's most expensive player from Real Madrid.
Jim White and Andy Mitten will both be filing their latest blogs later today, while right now you can see the first of our three-part interview with Rafael Benitez, in which the former Liverpool boss reveals his favourite Beatles song.
- Carlo Ancelotti
- Didier Drogba
- Fernando Torres