And for an hour the away side held their more illustrious opponents before a double strike saw the Shrimpers sink to yet another defeat on the road and make next week's two home games against Brentford and Brighton the final word on the teams chances of avoiding relegation to League Two.
Anything less than six points, they are now five from safety, will almost certainly see Southend return to the bottom tier for the first time in five seasons and that famous play-off win against Lincoln at the Millenium Stadium.
As ever Southend played some good stuff at the start but the Whites grew stronger as the half went on and Robert Snodgrass forced two good stops from Steve Mildenhall.
In fact it continued to be Snodgrass as Jermaine Beckford, bar heading wide a decent chance, was largely anonymous and was booed off when substituted in the second period.
Matt Paterson did shoot over the bar after a lovely pass from O'Keefe but the best Blues chance fell to Scott Vernon, and the Colchester loanee blew it again.
This time he worked his way into the Leeds penalty area, had O'Keefe close by, choose to shoot, fair enough, but it was rubbish, collected easily by the home keeper Shane Higgs. That display against Bristol Rovers seems a long time ago.
The second 45 finally saw a break in the deadlock after an hour's play.
Attacking at pace, Snodgrass and Max Gradel found themselves up against the same number of Shrimper defenders, unlike Vernon earlier the former passed to the latter, and Gradel said 'thanks very much', his low shot defelcting off pat Baldwin into the net.
Francis Laurent was brought on for Paterson but did little bar get booked, and Leeds wrapped things up in the 83rd minute when the substitute Becchio, returning from injury, and replaing Beckford just after the first goal, headed home Gradel's cross.
Southend usually lose these things by three and Jonathon Howson nearly did the honours with a terrific shot, equally well saved by Mildy.
By then Jean-Yves M'Voto had replaced Vernon, helps justify his wages before returning to Sunderland, though he did head over in the final seconds.
So the Blues have to rely on the B's to the decent thing and lie down and give them a maximum return from next week's two home matches, or that Shrimps v Shrimpers headline will start to look a definite even before we head to Oldham in a fortnight's time.
Southend United player markings: Mildenhall - 7, Sankofa - 6, Baldwin - 6, Barrett - 6, Herd - 6, Francis - 6, Grant - 6, Christophe - 6, O'Keefe - 7, Paterson - 5 (Laurent 63 - 5), Vernon - 5 (M'Voto 85).
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