It is no wonder, therefore, that Wales' fans booed and chanted for Page to be sacked at the final whistle.
Wales had faced Gibraltar for the first time last October and, on that occasion in Wrexham, a team featuring four debutants won 4-0.
This time, however, they got nowhere near those standards.
With several first-team regulars missing in Portugal, Page handed debuts to full-backs Jay Dasilva and Fin Stevens in a starting line-up which amounted to just 44 caps.
Even with 11 changes from March's Euro 2024 play-off final loss to Poland, Wales should have been too good for a Gibraltar side who had lost their previous 13 games at an aggregate score of 50-0.
But despite monopolising possession and playing the game almost exclusively in their opponents' half, Wales were laboured and disjointed.
Sheehan, captaining Wales in only his sixth international appearance, was fortunate only to be shown a yellow card after catching Tijay De Barr on the thigh with his studs, a challenge which may have been worthy of a red had this been a competitive fixture.
It took half an hour for Wales to muster their first shot on target, Liam Cullen turning smartly and seeing his powerful low effort saved by Hankins.
Sheehan hit the post directly from a corner after the break and, with Page growing restless as Wales still searched for a goal, the manager turned to his prized attacking assets - Johnson, Moore and James - from the bench.