Connah's Quay had dropped into the Europa Conference League after their Champions League exit
Connah's Quay Nomads put up a valiant effort against Prishtina in the Europa Conference League but ultimately came up just short.
Nomads faced an uphill task after losing 4-1 in the second qualifying round first leg in Kosovo but Jamie Insall gave them a dream start after just three minutes at Aberystwyth's Park Avenue.
But two defensive mistakes led to two goals from Endrit Krasniqi extending Prishtina's aggregate lead.
Captain George Horan brought Nomads level on the night before Insall's second put them ahead and within two goals of levelling the tie.
Callum Morris' late penalty - following Gauthier Mankenda's foul on Jordan Davies - set up an exciting climax in which Insall came close agonisingly to securing extra-time.
Prishtina face Norway's Bodo/Glimt in the third qualifying round, with the Norwegian champions completing a 6-0 aggregate win against Iceland's Valur Reykjavik.
Connah's Quay Nomads manager Andy Morrison told BBC Sport Wales: "We had to get off to a good start and we did, should have been 2-0 up, and then gifted them two goals from two mistakes and then made it difficult for ourselves.
"But we believed and we kept going and it's an incredible performance and I'm incredibly proud of the players.
"There will be a couple of days of pain and what ifs and then batten down and we go again."
Line-upsConnah's Quay Nomads
- 1Byrne12Poole5HoranBooked at 86mins9WildeBooked at 37mins8Morris14Moore23EdwardsBooked at 88mins2DisneyBooked at 23minsSubstituted forWilliamsat 45'minutes10Insall7MullanSubstituted forDaviesat 74'minutesBooked at 89mins17Owens
- 12NikaBooked at 90mins3Mici2Krasniqi15Mankenda4Bardhoku7Boshnjaku11HotiSubstituted forVangjeliat 90+4'minutes28Bekteshi10KrasniqiSubstituted forTolajat 45+2'minutes77John8ShabaniSubstituted forMucaat 72'minutes