The Brazilians confirmed FC Rostov have been keen to secure the services of defender Xulu, although the Russian outfit have so far bid well below Sundowns' asking price.
Mushekwi, meanwhile, is being scouted by newly promoted Bundesliga outfit Greuther Furth, although the German club are yet to put in an official offer for the striker.
"Both these players are not on transfer, and are an integral part of the coach's plans," club spokesperson Kabelo Mosito told SuperSport.
"Nyasha has been among the leading goal-scorers in the PSL for the past two seasons. Added to this, our league championship has just started, and we are playing in the semi-finals of the MTN8."
He added: "No club in the world would release such valuable players without a firm offer on the table.
"Also, there is an offer on the table from a UK club for Nyasha, and they are prepared to fly out here to have a final look over him, and all the German club has to do is match or beat that offer and they can have the player."