Wow...what a turn around.
The Blades scored three times late on - 83, 85, 88 minutes - to secure an unlikely victory at Colchester United.
For the third successive occasion at the Weston Homes Community Stadium, the Blades scored a late penalty to win the game.
Ben Davies scored twice (one from the penalty spot) and Ryan Flynn netted as the Blades made it six unbeaten.
Wallace made his full debut as one of the four changes named by chief Clough for the lengthy trip to face Colchester. Harris, Higdon and McNulty also started. Murphy, Baxter and Campbell-Ryce missed out with injuries, whilst Basham dropped to the bench, where he was joined by McGinn, Scougall and Porter.
It did not take long to work out that the Blades had opted for a three at the back system and Alcock and Harris, operating as wing-backs, combined early on but the ball was nicked from the toes of Higdon.
Colchester, though made the better start and apart from a long-range Doyle shot, the home side had the better of the chances in the opening 15 minutes. Moncur shot wide, Gilbey hammered against a post from the edge of box and Watt had the ball in the net following a spell of pinball in the box but a flag from one of the assistants ruled out what the home fans thought was a goal.
Higdon headed over a Davies corner but Colchester's positive start was rewarded just after the half hour. Sears began the move with a ball down the right and from Massey's low centre, Howard saved the initial shot from MONCUR but the loanee adjusted his body to head home the rebound.
The goal provoked a reaction from United. Home goalkeeper Walker was quickly off his line to prevent Higdon attaching himself to a Harris cross and Doyle fired across goal and wide from the edge of the box.
McEveley picked up United's first booking for a foul on Kent and just before the break Alcock's 30-yard half-volley was pushed away by Walker.
Reed replaced McEveley for the start of the second half which prompted another reshuffle and the Blades created the first chance after the internal - deft touches from McNulty and Harris set up Wallace, who was under pressure and shot into the sidenetting.
The home side had a great chance to add to their lead on 56 minutes when Sears raced clear, he rounded Howard but his shot was cleared off the line by Collins.
Davies cut in and shot left footed wide and Collins headed over before Clough made another change, Flynn replacing Higdon. Sears fired across goal for Colchester but the Blades were quickly back on the attack with Flynn involved before Davies headed a Harris cross back into the danger area but Walker was well-placed to save from Doyle.
United's bid to get back into the game, however, was stunted by Colchester's second on 77 minutes. Howard looked to keep in Alcock's back header but the ball slipped free and SEARS was afforded the simple chance of slotting home.
Scougall replaced Wallace before the restart and was involved as United pulled a goal back with the next effective attack. The Scottish midfielder and Alcock both had touches before DAVIES unleashed a sweet strike from the right, into the far corner of Walker's net.
And two minutes later the leveller arrived. This time a crossfield ball found Harris in space and his low cross just need a sliding touch from FLYNN.
And that was not it. Three more minutes on the clock and Flynn and Scougall combined on the left and Gilbey dived in on the latter, giving referee Langford with no option but to point to the spot. With no Porter on the pitch (he scored two late penalties at the Weston Homes Community Stadium last season), DAVIES took responsibility and sent the goalkeeper the wrong way.
The 505 Blades fans at the Essex ground were in full voice for the remaining moments - plus four added minutes of injury-time - as the United players professionally saw out the game, although Vose was close with a long-range effort.
Blades: Howard, Alcock, Harris, Wallace (Scougall 78), Doyle, McNulty, Collins, Davies, McGahey, McEveley (Reed 45), Higdon (Flynn 71).
Unused: Basham, McGinn, Porter, Turner.
Colchester: Walker, Gordon, Watt (Vose 67), Gilbey, Sears, Eastman, Clohessy, Massey, Moncur, Kent, Szmodics (Lawrence 76).
Unused: Wright, Eastmond, Lewington, Holman, Bonne.