The Thunder will have to beat Canterbury on its home ice on Saturday to force a decider.
It is a daunting task.
The defending champions are chasing a third consecutive title and have been the benchmark again this season.
They were trailing the Thunder 2-0 but seized control with a four-goal scoring spree in the second period.
The home side scored a third to set up a thrilling finish but could not find an equaliser.
A disappointed Kaszala felt his side had dominated for long periods but paid heavily for a ''7min'' lapse in concentration.
''I believe we controlled the game basically for 53min then we had 7min [where] they scored four goals,'' he said.
''They capitalised on all of our mistakes, unfortunately.''
The turning point came 4min into the second period.
The Red Devils were a man short, having given up a penalty, but Brent Vandenberg jumped on a Thunder defensive blunder and slotted the puck past goalie Matt Canaday.
Moments later, Vandenberg almost had a second, having stripped his opponent.
But this time his shot was blocked.
''We had momentum up to that moment and we had many opportunities at the beginning of the second period as well.
"But making that mistake was huge. That was definitely something which changed the game,'' Kaszala said.
''I still have 100% trust in the boys who go to Christchurch that we can manage to win.
''I think the game plan we came up with has worked well. One thing we have to make sure is we play for 60min, not 53. That's a key.''
The game pretty much started as scripted.
The Devils just looked a class above.
Their puck control was superior.
They appeared hungrier and they were mounting pressure on the home side.
But they left the door ajar when Brett Speirs was penalised for holding.
The Thunder took advantage of its extra man and Jesse Kantanen was on hand to slam in a rebound with 12min 45sec left in the first period.
The Thunder dominated the remainder of the period.
French import Benjamin Gavoille had a shot denied only to get another opportunity seconds later, when Martin Pokorny threaded through a beautiful assist which left the Canterbury goal keeper stranded on the other side of the net.
Gavoille's finish was clinical.
Stunned, the Devils emerged from the break looking more like the side which has dominated the league this season.
That said, the Thunder had the better of the early exchanges.
It had a powerful shot deflected and had circled the net, promising to deliver another goal and extend the margin.
When the Red Devils were penalised for boarding, the Thunder was presented with a golden opportunity to add a third.
But it was the visitors who lifted through Vandenberg's shock goal.
Dale Harrop confirmed the momentum swing when he was perfectly positioned to sweep on a rebound and smashed it in.
Vandenberg gave the Devils the lead a couple of minutes later and the demoralised Thunder gave up a fourth after Connor Harrison was penalised and left the side short-handed.
Jamie Lawrence slapped in another rebound.
Canaday pulled off some wonderful saves.
But he could have perhaps cleared the puck better on occasions.
The Thunder rallied with a stunning goal from Paris Heyd.
With 8min remaining, he slammed in a long-distance shot to give his side hope.
The visiting team had the cleaner opportunities to score in the final minutes but was denied by the sharp reflexes of Canaday.
National league
The score
Canterbury Red Devils 4
Brent Vandenberg 2, Dale Harrop, Jamie Lawrence.
Dunedin Thunder 3
Jesse Kantanen, Ben Gavoille, Paris Heyd.
Period scores: 0-2, 4-2, 4-3
