Trailing 1-0 at just past the hour mark thanks to Adam Armstrong's girft-wrapped 17th-minute opener, which came following a horrendous mistake by Angus MacDonald Rotherham were staring down the barrel of relegation straight back down to League One, with Derby County winning at Swansea City.
At that time, the scorelines, as they stood, would have relegated the Millers and Sheffield Wednesday.
Mercifully, two goals from Swansea turned the tables in the Principality and there was further drama at the AESSEAL New York Stadium when loanee Lewis Wing fired home a free-kick five minutes from time to end a run of five successive defeats for Warne's side.
Attention now switches to Tuesday night where Rotherham will move out of the bottom three and above Derby on goal difference in they win at Luton. The final action next weekend sees the Millers visit Cardiff, while the Owls and Derby face a huge encounter at Pride Park.
Wycombe visit Middlesbrough, although their vastly inferior goal difference means that they are very unlikely to survive.
Reflecting on a dramatic afternoon, Warne said: "About 25 minutes from the end, I got told Derby were losing. I did not know they were winning, if I knew they were winning, I'd have had even more demons in my head.
"We live to fight another day... It was a good game for the neutral and probably a heart-wrenching one for Rotherham fans.
"I thought we started the game well and to gift them a goal...
"Angus has been great for us and it is disappointing for him and he is disappointed, obviously.
"With all due respect, it is not League One or League Two, those (Blackburn) players don't really miss those chances often.
"I think the lads took a bit of a solar plexus blow with it and we came in at half-time and it felt like that they lacked a bit of belief to get back into it. They have licked their wounds that many times this season now that they are a bit damaged, psychologically.
"But in fairness, we came back - and the game changers had an impact - and Wingy's performances have definitely merited and we leave a lot happier than it could have been.
"In fairness, Jam (Jamal Blackman) made a couple of saves to keep us in it and I just thought it might be in the headlines for Hirsty (George Hirst) and he looked bright.
"But we looked jaded (earlier) and that is the best way to put it.
"A lot of players in the team have played a lot of minutes and it looked a game too far for few."
MacDonald will miss the game at Luton due to a calf injury which forced him off in the first half, Warne confirmed.