Mackay said: "I thought we had an absolute stonewall penalty which would have made it 1-1 going into half-time.
"The goalkeeper (Lewis) even admitted to the forward (Graham) that he gave a penalty away, the linesman admitted to me that there was contact made so I cannot believe it."
The boss was relieved though that off field matters were looking to be sorted.
"Obviously the news last night that we were saved from administration cheers everyone up and makes it a much happier weekend."
Speaking about what happens next, Mackay added: "Our new board who were voted in on Tuesday at the AGM take the club forward with our chief executive.
"Administration means a points deduction, it means people being sacked from their jobs.
"The fact that's been resolved takes a great weight off and a great burden off the club."
The victory was Mark Cooper's first as Peterborough manager and took his side off the foot of the table going into Christmas.
And the Posh boss said: "I'm pleased, obviously.
"First half I thought we caused them problems - sometimes the best form of defence is attack.
"Second half, as much as we tried to guard against complacency it happened, we wobbled.
"That's got to stop, we've got to be mentally stronger.
"Once we regrouped we went on again.
"I'm relieved to get the first win, although I felt we had some good performances during that run. (There were) three draws that could have gone either way but (the win) didn't (come) and you do get a bit edgy."
Asked whether being off the foot of the Championship table may prove significant, Cooper replied: "It could be, psychologically.
"I hope it takes us into Christmas and the New Year with an added boost and a spring in our step."