Van Gaal is wary of letting too many players leave on a permanent or temporary basis midway through the season.
The England Under-21 international pens a new long-term deal with the Black Cats until 2020.
The goalkeeper and former Barcelona legend hopes to get more playing time with the Belgian club.
Sam Johnstone will reprise his role as third choice goalkeeper behind De Gea and Romero at Manchester United.
Kasper Schmeichel has been a key cog in Claudio Ranieri's title-chasing Leicester City side this season.
The Dutch coach accepts the widespread criticism after Charlie Austin's late header defeats United.
Louis van Gaal is keen to sign a full-back during the January transfer window.
John Stones has been subject to Chelsea interest from last summer with Everton rejecting four bids from the Blues.
Goalkeeper returned to his hometown club on 31 December on an initial 28-day emergency agreement.
Pereira claims he needs to play more in order to become "more visible" ahead of the 2016 games in Rio.
Odds on the Uruguay international moving to Old Trafford shorten amid rumours regarding his future.
Romelu Lukaku has scored 19 goals in 27 appearances for Everton in all competitions thus far this campaign.
Real Madrid midfielder James Rodriguez has started just seven league games thus far this season.
Andreas Pereira has featured 11 times on the bench in the PL while making just three substitute appearances.
Edinson Cavani has been permitted to consider offers after falling out with PSG manager Laurent Blanc.
Algeria's Islam Slimani has scored 13 goals in 16 league games for Sporting Lisbon thus far this campaign.
O'Hara extends loan at Morecambe until the end of the season while Henderson joins Stockport County.
Saul Niguez is the second top scorer for Atletico Madrid this season with five goals in 22 appearances.
Belgium international is ready to join Real Madrid or Paris Saint-Germain in the summer.
The 21-year-old has signed a two-year contract at Deepdale following two successful loan stints at Barnsley.
Former England captain says club must build from the back in attempt to resume dominance.
Lazio has already rejected a €50m offer for Anderson from Manchester United last summer.