Wembanyama finished the game with 24 points for San Antonio, while Vassell contributed 20 points and Fox added 15 points.
The Thunder responded with a 13-2 run when Wembanyama rested on the bench, narrowing the San Antonio lead to 31-26 at the end of the first quarter.
The game grew highly competitive early in the second half when Stephon Castle fell on consecutive dunk attempts, leading to a flagrant 1 foul and a technical foul on Ajay Mitchell.
Vassell also received a technical foul during the ensuing altercation before Gilgeous-Alexander and Williams hit consecutive 3-pointers to push the Thunder ahead 35-31.
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The victory marks the second consecutive win for Oklahoma City following San Antonio's double-overtime win in Game 1, with Game 4 scheduled for Sunday.