United have only lost 10 home games in their long European history.
Prior to last week's loss at Old Trafford, two had come in first-leg knockout ties, against Bayern Munich in 2001 and AC Milan, also in the Champions League four years later.
On both occasions Sir Alex Ferguson's men were beaten in the second legs as well.
It is a run that must come to an end in the San Mames Stadium if United are to retain an interest in the Europa League.
"It is unusual that we find ourselves in this position but there is a great team spirit here and everyone is full of confidence," said the winger.
"Our form in general makes us believe we can score wherever we play.
"Our attacking play has been fantastic of late and we believe we can score the two goals we need."
It is a measure of the task United are facing that it is five seasons since they overturned a first-leg deficit on home soil.
That 7-1 annihilation of Roma has gone down in Red Devils folklore and victory on Thursday would achieve similar status, particularly as Sir Alex Ferguson may opt to rest some of his key men for Sunday's crucial Premier League trip to Wolves.
Having found themselves at the top of the Premier League with 10 games left, even among some fans the Europa League is a competition United could do without, given they only ended up in it due to their failure in the Champions League.
However, Young rejects the theory United's players don't care.
"Our focus has not changed from the start of the season," he said.
"We want to win every competition we enter and the Europa League is no different.
"Bilbao were an impressive team last week. They were a very attacking team, had a good team shape and at times we found them hard to break down.
"But I am sure if we are on our game 100 per cent we can go there and get the win we need."
As Ferguson noted last week, winning is one thing, doing it by two goals quite another.
That is what United are likely to need though given the high-scoring nature of the first leg, when Wayne Rooney scored twice, part of his overall 26-goal tally.
Not that Young has done too badly lately, bagging an impressive double in the win at Tottenham, then winning the penalty Rooney converted against West Brom at the weekend.
"It is nice to be contributing," he said.
"As a winger you are there to get assists and goals and that is what I have been doing.
"Fingers crossed it can continue and we can keep winning."