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On a day of six goals, 11 bookings, 12 substitutions and 120 minutes of cup final bonkerdom, into penalties they went.
Chests were wheezing, legs cramping, hearts fluttering, rain falling. "Carnage, just carnage" as the Celtic defender Liam Scales said in the aftermath.
The tension, the drama, the lost-soul demeanour of Ridvan Yilmaz as he walked back to the halfway line having had his penalty saved by Kasper Schmeichel.
The sight of Jack Butland, the Rangers goalkeeper, then having to score against Schmeichel to keep his team alive in the shoot-out, which he did.
Then the suspense as Daizen Maeda stood over that last kick, the big opportunity to finally put a gallant Rangers to sleep, which he took. Unerringly.
Maeda carries himself like a man who laughs in the face of pressure, who pokes a finger in the eye of stressful situations such as this. At no point did you really get a feeling that he was going to miss.
That's not being wise after the event. This was in real time. Maeda looked like he was in his element. He was oh so cool in the final seconds of a final that for big chunks reached epic proportions.
Rangers looked stunned and sickened, as well they might. Of all the blows that Celtic have inflicted on them in recent seasons, this has to be the most painful.
Worse, surely, than last season's Scottish Cup final, secured at the death by Adam Idah. That had been a scrap. On that day, Rangers hadn't delivered anything like the goals and moments they came up with on Sunday.
More grievous than the Scottish Cup semi-final in April 2023 won by Jota? For sure.
More sickening in its own way than the 3-0s and 4-0s visited upon them in the time of Ange Postecoglou and earlier this season? You have to think so. Those were heavy beatings with no excruciating what-might-have-beens attached.
Regret was the difference.
At 1-0 at Hampden on Sunday, and with Celtic a rattled version of their usual selves, Rangers broke free and had a four-on-one. Hamza Igamane was in control of the ball with men running free outside him.
Had he made the right decision, it was a one-on-one with Schmeichel from point-blank range. He didn't. He made a bad call. Sliding doors. A possible 2-0 went begging.
There was more. Three minutes into the first period of extra time, Scales tugged Vaclav Cerny so microscopically close to the penalty box that Philippe Clement complained later about a lack of VAR intervention. He had a point.
Rangers folk may feel tortured by those what-if moments as much as the missed penalty much later on.
As Celtic lifted the trophy, most Rangers fans had already exited, presumably having had a bellyful of disappointment for one day. Only Butland and Cyriel Dessers took it in from the touchline. Suckers for punishment, perhaps.
Rangers had a checklist of things that they had to get right to make a proper final of this and one by one they ticked them off.
Score first - they did it having not done it in their previous six games against Celtic.
It was their first goal against Rodgers' team in more than four hours of football, the first time they were ahead against Celtic in more than nine hours.
What else was on their must-do sheet?
Shut down the wounding influence of McGregor - they did that.
Show ruthlessness in front of goal - yes.
Silence Kyogo Furuahshi - done.
Bring the intensity and work rate and aggression and character of Thursday against Tottenham to Hampden - achieved, with bells and whistles attached.
Tick, tick, tick. Character? They had it in spades.
When Greg Taylor, villain turned hero, and then Maeda transformed a 0-1 into a 2-1, it looked like Celtic had finally got hold of things. We thought we knew which way this was heading at that point, but we hadn't a clue.
Nicolas Raskin and Mohamed Diomande had put in towering performances in hustling and harrying and living in the face of a Celtic midfield that has brought ruination to their door so often - and it was Diomande who levelled.
With 15 minutes of normal time left, it was 2-2. With three minutes left, it was 3-2 Celtic.
Twenty one seconds after the restart it was 3-3, Danilo's header extending the final and hammering home the point that Rangers have found something of late, a bit of steel and a bit of belief. But no trophy to go with it.
Incredibly, McGregor has never lost a cup final, but "it was mighty close today," he said. The captain was as relieved as he was honest.
"The performance wasn't great, so we had to grind it out. We had to hold our nerve. Even when you're not perfect, you can still win. Dig in. Find something extra."
Pyro, predictably, reappeared and kick-off was delayed, two more fingers being raised by the ultras to their own clubs and to the footballing authorities who practically begged them to behave. More charges pending from the SPFL? Let's see.
When the action began, it was toe-to-toe. Rangers were physical and uncompromising.
Amid the maelstrom, Taylor lost his head, played a square ball that was a bad idea and also poorly executed in any event and that was the catalyst for the opener.
The omens were good for Rangers. Only four teams who have scored first in the last 49 League Cup finals have failed to win the trophy. But stats don't take into account Celtic's steepling self belief.
They were in trouble - no space, no control, not many chances - but they found their way out of it. Celtic's mental strength is a thing of wonder. They were nowhere near their best and yet they have another title to their name.
The shoot-out came and with it came memories of Rangers' in the Europa League denouement in Seville against Eintracht Frankfurt. Aaron Ramsey, then. Yilmaz now.
Schmeichel did his thing. There was gamesmanship in the way he tried to put off some Rangers penalty takers. There were some mocking words in reply from Ianis Hagi after he buried his kick past the Dane.
Ultimately, this odyssey came down to Yilmaz versus Schmeichel and Maeda versus Butland. Celtic won, by a whisker or by a mile, it doesn't really matter.
A different kind of victory from before, but the same feelgood in one dressing room and presumably the same silence and despair in the other. Sporting drama at its best .
