I think for one mistake to change the entire game it would have to be something like a red card early in the game. I, of course, mean a game where there is a clear favorite and a clear outsider. All mistakes that are “less” do not have much meaning because if the favorite missed a goal (by accident) but could not come back, then for me this means that it simply was not stronger in this particular game.
I think that in the final Real will not take risks by holding the score 1-0, for example, I expect a lot of goals and a confident victory. The examples of the Conference League and Europa League should be a good lesson for all the favorites.
There is only one way for Dortmund to win the game in my opinion and that is to score at least 2 goals wit the few chances they probably have. Maybe you recall the header of Füllkrug against Atletico Madrid. That goal was insane and he scores that one like 10% of the time. The goal against PSG where he controlled the ball with one touch and then scored immediately is another world class goal that Füllkrug is not really known for. But it is these overperformance that gave Dortmund the advantage against Atletico and PSG. If they miss any of their big chances (if they have any), I doubt they can beat Real Madrid.
But I am not the kind of guy who looks at odds here and says "game over" because the odds were against Dortmund from day 1 in this Champions League season. To not concede a goal in 190 minutes against PSG is a pretty big deal and that is what Dortmund needs: the best defensive performance of the season, even better than against PSG.