The Leeds faithful were not happy about the pair leaving Yorkshire to play in Lancashire and were given plenty of stick by the away fans during the game.
Wood cost a Burnley club record £15million, while Taylor's fee will be decided by a tribunal as his contract expired.
'We have contacted Ladbrokes and are awaiting a full response'.
However, equalisers from former Whites striker Chris Wood and Robbie Brady forced the game into extra time.
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"It's a odd business, football", he said.
"I don't know any more how fans react to players, ex-players, all that stuff, but that's football now".
"I remember my first season at Leeds I was booed for three or four months of the season, I had to overcome that", Wood said, as quoted by the Lancashire Evening Telegraph. He hit an incredible free kick into the top left and corner which sailed past the helpless grasp of former Preston North End keeper Andy Lonergan.
"It was a very soft penalty", Dyche said of his tussle with Kemar Roofe. The team sacked the Premier League winning manager, Claudio Ranieri about halfway through the season previous year.
That proved to be an inspired substitution by United manager Thomas Christiansen as the winger went on to break the deadlock and spark a late flurry of goals which saw the Clarets equalise twice in normal time to force a shoot-out and eventually penalties.