Ambrose also had a chance to score in the first leg which he also missed.
“Ambrose had a great chance with a header after half-time that would have made it 1-1 and who knows what would have happened,” Neil Lennon asked after the match.
“Our finishing at times let us down, our build-up play was very good but it’s about execution.”
It was also revealed that the Nigerian defender who shone brightly at the Nations Cup had missed the team’s last training session for which he has been fined.
“There was disciplinary action taken to grab a consolation strike,” Lennon added.
And with speculations that some Celtic players including Ambrose could be moving on in the summer, Lennon said they will be free to move on as long as they get the right value for the players.
“It’s going to be a big ask (to keep them all). It’s hard to stop progression.
“We’ll see what the summer brings. There will be players who want to progress their careers and it’s a progression for us, too.
“We want to bring in players, develop them and sell them on. So far, that strategy has worked for us,” Lennon concluded.