Markstrom made 33 saves for the Flames (37-16-8), who lost on home ice for just the third time in 18 games (15-1-2).
"Games are always tougher in March and April, getting ready for playoffs and stuff," Calgary forward Trevor Lewis said. "So it's a tight game and we got to make sure we learn how to win those tight games."
Markstrom made a right pad save on Mattias Samuelsson on a cross-ice setup from Zemgus Girgensons at 10:49 of the second period, and Tokarski made a diving glove save on Calle Jarnkrok at 12:18.
"That was ridiculous," Thompson said. "I honestly just saw the tail end of it. I saw the dive across. At first I thought they scored, and didn't hear anything, so I had to check the replay. That was incredible. I'm not surprised though. He makes stops like that on everyone at practice. We know he's capable of those big saves and he pulled out a few tonight."
Markstrom also made a pad save on Dylan Cozens' partial breakaway at 15:33.
"It wasn't good enough for us, but 'Marky' was our best player, and an unfortunate break at the end there," Flames forward Mikael Backlund said. "I mean, 'Marky' played really well for us tonight. Kept us in the game multiple times."
Tokarski made a left pad save on Chris Tanev on a cross-ice feed from Johnny Gaudreau at 11:14 of the third period, and Gaudreau missed the net on a clear-cut breakaway at 16:15.
"It's easy to score in October and November," Calgary coach Darryl Sutter said. "You've got to get into where the mud is a little more. That's individuals, get in there and work and dig."