Henrik Lundqvist #30 of the Rangers looks on as Oliver...

Henrik Lundqvist #30 of the Rangers looks on as Oliver Ekman-Larsson #23 of the Arizona Coyotes celebrates his game tying goal in the third period with his teammates at Madison Square Garden on Friday, Dec. 14, 2018. Credit: Jim McIsaac

Three-goal leads should be safe, especially against a team that had lost four straight and had played the night before.

But the Rangers have been experts at blowing leads this season, and for the second time in three games — and the second straight time at home — they coughed up a three-goal lead Friday night.

The Blueshirts allowed two goals in the final seven minutes of regulation and lost in overtime to the Arizona Coyotes, 4-3, on a goal by former Ranger Derek Stepan. He beat Henrik Lundqvist with a screened wrist shot with 31.1 seconds to go in the five-minute three-on-three.

“Obviously, it’s just tough to accept this one,’’ Lundqvist said. “It was a game where it was right there for us; kind of a lucky shot for them to tie it. The power play was really good, we had a lot more opportunities to put this game away, we didn’t. They came back in the end. Ah, that was a tough one. I felt like we should have won this one.’’

The Rangers, who had blown a 3-0 lead over Winnipeg on Dec. 2 in their last home game (a 4-3 shootout loss), fell to 14-14-3 (31 points).

“Maybe because we’re going through this tough time, we’re not confident enough,’’ coach David Quinn said. “But we’ve got to get out of it in a hurry. We can’t have a three-goal lead and a 3-1 lead going into the third period and do what we did.’’

Quinn said the Rangers seemed to lose their mojo beginning with their no-show loss to the Flyers in Philadelphia the day after Thanksgiving. They are 2-5-2 from that point and will seek to get back on track Sunday afternoon against the Vegas Golden Knights at the Garden.

The Rangers had gotten a boost from the return of injured forwards Mats Zuccarello and Pavel Buchnevich, who returned after long absences because of injury. Both players figured in the scoring as the Rangers took a big early lead.

Buchnevich, out since Nov. 10 with a broken thumb, opened the scoring with a power-play goal at 4:01 of the first period. Zuccarello, who had missed the last seven games and 13 of the last 15 with a groin strain, had an assist on Kevin Hayes’ power-play goal to make it 2-0. Mika Zibanejad made it 3-0 with a power-play goal of his own at 5:48 of the second period.

But Neal Pionk started a fight with the Coyotes’ Christian Fischer at 9:14 of the period and was given an extra two minutes for unsportsmanlike conduct. The Coyotes scored on the power play when Jordan Oesterle snuck a long-range shot past Lundqvist at 10:12 of the second.

After Stepan set up Josh Archibald’s goal that pulled Arizona to within 3-2 at 13:11 of the third, Oliver Ekman-Larsson beat Lundqvist with a wicked slapper from the left wing at 16:59 to tie it at 3-3.

Lundqvist called Ekman-Larsson’s shot “lucky’’ because it was up on its edge when the Coyotes defenseman slapped it. The puck knuckled on him, he said.

“I would say that was the toughest shot all night,’’ Lundqvist said. “It might not look that way, but he hit it clean, standing up.’’

Notes & quotes: Kevin Hayes crashed hard into the boards and left the game with a little more than three minutes left. Quinn said he thinks he will be OK.

With Zuccarello and Buchnevich back, Lias Andersson, the 20-year-old forward who was one of two first-round draft picks in 2017, was scratched from the lineup. “I think Lias needs to take a step back, and we’re going to help him become a better player,’’ Quinn said when asked why Andersson, and not rugged veteran Matt Beleskey, was left out. The team has made the decision to keep Andersson with the big club for now rather than send him back to AHL Hartford, and it’s all part of his development, according to Quinn. “[He’s been] inconsistent — which isn’t abnormal for a 20-year-old,’’ he said. “He’s done some good things; he’s done some things he needs to be better at. So, probably normal challenges for a 20-year-old. Sometimes we’ve all talked about ‘is it better for him to be here or Hartford?’ And we think it’s best for him to be here, whether he’s playing every single game, or in and out, or doing extra stuff after practice. We just feel this is a big piece of his development.’’

Quinn did what he could to tamp down expectations of Zuccarello and Buchnevich. “When two guys of this stature get into your lineup, I think it just makes everybody play with a little bit more swagger and puff their chest out a little bit further, and it gives your team a little bit more confidence,’’ he said. “But I also think everybody has to be realistic about what these guys are going to be able to do right off the bat. They both missed a lot of hockey, so it’s great to have them back, but I think everybody has to be patient, too.’’

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