To "have an issue with" something or someone means to have doubts about, problems with, or objections to the subject. It's a relatively new expression, and I assume it started in AmE.
Originally Posted by Sepmre
I "have an issue" with the sentence you have underlined, in that the writer has used too many unrelated "he's", so it's not clear whether it was Capello or Welbeck who had issues to do with the pace at which [I presume] Welbeck was growing. Capello seems to be the logical choice, so I would explain the underlined sentence as follows.
At some time in the past, the writer had suggested that the player called Welbeck would be included in the team managed by Fabio Capello during the 2010 World Cup. However, it turned out that Fabio Capello did not consider that Welbeck's playing skills were improving quickly enough, [and so we may infer that Welbeck was not included in the team].
I'm not a teacher of English, but I have spoken it for (almost) all of my life....