Less than two minutes after Calgary's Elias Lindholm cut the Golden Knights' 2-0 lead in half, Dadonov responded by smacking a rebound past Flames goalie Jacob Markstrom to give Vegas a 3-1 lead.
Max Pacioretty and Nicolas Roy also scored for the Golden Knights, who welcomed William Karlsson back into the lineup and continued to get healthier after being hit by the injury bug over the first two months of the season. Karlsson missed 15 games due to a broken foot.
''When we start getting that depth back we have a lot better ability to play the type of game we played tonight,'' Vegas coach Peter DeBoer said. ''By far the most complete game we played in a long time. And I think part of that was our players' commitment to it and part of it was we're getting healthy and getting some real good players back in the lineup.''
Meanwhile, Vegas goaltender Robin Lehner made 23 saves, and afterward announced he was foregoing the 2022 Winter Olympics, where he was expected to play for Sweden.
''For health reasons, me and my psychiatrist decided with agents that I'm not gonna go and I wish them all the best,'' said Lehner, who has been one of the league's most outspoken players on mental-health issues.
Andrew Mangiapane added a goal to the Flames' total, and Markstrom, who is expected to represent Sweden in the Olympics, made 25 saves.
Calgary was playing its third road game in four nights, part of a four-game road trip that ends Tuesday in San Jose.
''I think the difference was we just weren't as sharp for the whole 60 minutes and they took it to us pretty good, especially the first two periods,'' Calgary forward Matthew Tkachuk said. ''We played a little bit better once it was a little easier and we were down, but that can't happen. We have to be ready from the start and play that full 60 that we've been pretty good at this year.''
Capitalizing on a turnover initiated by captain Mark Stone, the Golden Knights opened the scoring late in the first period. Stone fired a pass through the neutral zone to Stephenson, who raced in for a breakaway a step ahead of Rasmus Andersson but fed a trailing Pacioretty. He fired it past Markstrom to extend his point streak to five games (four goals and three assists since Nov. 24).
Vegas extended its lead to two goals early in the third period. Markstrom blocked a shot by Shea Theodore, but Theodore gathered the puck and swiftly sent the puck to the slot where Roy fired it in with a wrist shot.
Mangiapane's 17th goal of the season came with 2:41 left in the game, cutting Vegas' lead back down to one, but the Golden Knights held on.
''Obviously we didn't win and that's the most important thing, but we also didn't roll over and die, you know what I mean?'' Flames defenseman Chris Tanev said. ''They get up 3-1, the building's loud, it's easy for guys to just sit back and not want to make plays and be afraid to go out there. Guys are still pushing, guys are still trying to score goals, which is a big step for us.''
The Golden Knights improved to 9-3-0 all-time against Calgary, and are now a perfect 7-0-0 against the Flames at T-Mobile Arena.
''It's definitely a mindset of ours, is sticking to our details and making sure that we're executing it for a full 60 minutes,'' Vegas defenseman Nic Hague said. ''And I thought we did a good job of that tonight. Even when they had their push in the third, we stuck with it, quick response there by (Roy's) line and that's great to see. That was a big boost for us.''
NOTES: Roy played in his 100th game as a member of the Golden Knights. ... Vegas is 10 for 10 with its penalty kill the last four games. ... Despite the loss, the Flames still boast an 11-3-2 road mark and also have a 1.87 goals-against average on the highway - both league-bests.
Calgary: At San Jose on Tuesday.
Vegas: Hosts Dallas on Wednesday.
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