Scheifele scored his second goal of the game for a 3-1 lead at 17:55. He stole the puck from Chris Kreider inside the Jets zone, took off on a breakaway and found an opening under Shesterkin's blocker from the high slot.
"Anytime there's a breakaway, you have to find a little extra juice," Scheifele said. "I kind of knew Kreider was in a vulnerable spot and didn't know exactly where to go with it, so just took a shot at it.
"Just seeing what [Shesterkin's] giving you. You have some thoughts but you're at the mercy of what he's doing. If you want to do something and he's covering it, then you're not going to go there, so I just saw he was off his angle a little bit and I thought that was the shot."
Lafreniere cut Winnipeg's lead to 3-2 at 18:06 of the third period with Shesterkin pulled for the extra attacker.
Scheifele completed the hat trick by scoring into an empty net at 19:51 for the 4-2 final. The Jets have outscored the Anaheim Ducks, Columbus Blue Jackets and Rangers 16-3 during their winning streak while going 4-for-7 on the man-advantage.
"Our power play has been working as of late," Scheifele said. "Tonight is a different game than the last two in terms of abilities. This team's a lot better. We could have had a few more, but it's just a matter of going in the right areas, being consistent for each other going to the right spots and good things happening to you."
NOTES: Arniel said Bowness might be back at the end of Winnipeg's five-game road trip, which has three games remaining and ends at the Washington Capitals on Sunday. The Jets are 10-2-2 under Arniel, who guided them from Oct. 23 to Nov. 22 when Bowness took a leave of absence after his wife, Judy, had a seizure Oct. 22. ... Scheifele scored his eighth hat trick to tie Patrik Laine for second in franchise history behind Kovalchuk (11). ... Connor has six 30-goal seasons, one behind Kovalchuk for the most in franchise history. ... Lafreniere's 20 goals in 69 games are an NHL career high; he scored 19 in 79 games in 2021-22. ... Chad Ruhwedel played 13:31 in his Rangers debut. The defenseman was traded from the Pittsburgh Penguins on March 8. ... Wennberg played his 700th NHL game.