Definitely not too early to panic. If they lose Game 4, the series is almost certainly over. The cracks in the foundation were evident in the Colorado series. Remember, the Avs very easily could have won Game 2 in Nashville and/or Game 4 in Denver. Despite the Preds winning 4 out of the 6 games played, that series very easily could have gone 7. If the Avs just had marginally better depth or marginally better goaltending, they probably would have won. They are nowhere near as good an overall team as Nashville, but they outplayed Nashville for extended periods of time in that series.
The thing that pisses me off the most about the game last night is that Nashville had the chance to stomp on their throat but blew it. Winnipeg might have had a little bit of a hangover from the Game 2 double OT loss and looked shell shocked after giving up that 3rd goal. You could have heard a pin drop in that building. But then within a period, the roles were totally reversed. Makes me sick.
I get the occasional Pekka soft goal. It's always happened with him. However, I just have no answers as to why the defense is so porous, takes bad angles, gives away the puck, and generally just plays bad fundamental hockey. They haven't done this all year until now.