Arrows' statement appears to be a closed one and does not state whether or not Khenyeza will be dragged before a disciplinary hearing for the alleged absconding of duty.
The developments at the club could destabilise the team that had picked up momentum in their Premier Soccer League campaign.
Abafana Bes'thende's last three league games are a draw and two wins, a run which left them sixth on the table.
The KZN club has been linked with their former coach Manqoba Mngqithi who recently parted ways with Mamelodi Sundowns.