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LAS VEGAS -- The Vegas Golden Knights gave up three power-play goals and their penalty kill still saved the game and maybe their season too.

"Odd, isn't it?" coach Bruce Cassidy said.

Yes, very. But very accurate too.

The Golden Knights won Game 5 of the Western Conference Second Round against the Edmonton Oilers 4-3 at T-Mobile Arena on Friday because their penalty kill didn't break against the greatest show on ice in the third period and their own power play came through in a big way in the second.

Vegas has a 3-2 lead in the best-of-7 series going into Game 6 at Rogers Place in Edmonton on Sunday (time TBD; CBC, SN, TVAS).

"Even though we lost the special teams battle three goals to two, I think in our minds we won it," Cassidy said. "That's how we look at it."

To truly appreciate what happened on special teams for the Golden Knights in Game 5 you have to work backward and start with the five-minute major assessed to forward Keegan Kolesar for boarding Oilers defenseman Mattias Ekholm at 19:36 of the second period.

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Vegas had a 4-2 lead at that point, built on the three goals it scored in 89 seconds earlier in the period -- goals at 5-on-3, 5-on-4 and 5-on-5. But Edmonton's power play had already scored twice on two chances, pushing its percentage for the playoffs up to an unfathomable and ridiculous 47.2, and now they had five minutes of power-play time to score as many goals as possible.

The Oilers got one, a Connor McDavid goal at 2:40 of the third period that cut the Golden Knights' lead to 4-3. Otherwise, Vegas cleared the puck out of the zone seven times, blocked three shots and got seven saves from goalie Adin Hill.

"We knew we could use that five-minute penalty as a momentum swing for us if we kill it properly," Golden Knights forward Jonathan Marchessault said. "I think one goal in five minutes, for us it's a win."

Vegas still had the lead, a chance to lock the game down in the third period, which it did.

"That's the difference in the game, right," Hill said. "We give up two there it's a tie game and who knows what happens."

The Golden Knights do. They know what can happen. It happened to them four years ago, when the San Jose Sharks erased a 3-0 Vegas lead by scoring four straight goals during a five-minute power play in the third period of Game 7 of the Western Conference First Round on April 23, 2019.

San Jose won in overtime. Seven Vegas players in the lineup Friday were on the ice that night. You bet they remember.

"We've been in that situation before where it can really hurt you," said forward Reilly Smith, one of the seven. "We're obviously pretty cognizant of you can't let those momentum shifts slide from one to two. We did a good job. We kept them to the outside. I think we tired them out and we took a lot of momentum out of it."

They did the same on their own power play in the second period.

Jack Eichel drew two straight penalties in 44 seconds, a holding on Philip Broberg at 12:49 and then a high sticking on Mattias Janmark at 13:33 that gave Vegas a 5-on-3 for 1:16.

Vegas' power play was 0-for-3 with five shots on goal at that point.

"When you get a 5-on-3, I think it's a must," Marchessault said.

The Golden Knights scored 32 seconds into the 5-on-3. Mark Stone got the puck at the left post and wrapped it into the net to tie the game 2-2 at 14:05.

They kept the power play because they scored so quickly on the 5-on-3 and Smith scored on the 5-on-4 just 29 seconds later, thanks to a fortunate bounce. Ivan Barbashev's pass to the slot hit off the inside of McDavid's right skate and went right to Smith, who shoveled it into the net.

Nicolas Hague scored at 5-on-5 with a shot from the left point a minute later.

Three goals on five shots in 1:29, from trailing 2-1 to leading 4-2.

"Special teams, right, we did our part," Cassidy said. "The two we got, they changed the momentum of the game."

Not giving up a second one later saved it.

Vegas can advance to the Western Conference Final on Sunday.