The Blazers led by as many as 19 points in the first half.
McCollum finished with 24 points, six rebounds, and three assists on 9-of-24 shooting in 37 minutes of action on Sunday.
George bombed in a 3 to cut it to 100-97, and Lillard hit pair at the line to make it 102-97 with 5.5 seconds to go.
George hit the game-winning 3-pointer against Houston on the next-to-last game of the regular season Tuesday, but he aggravated a previous injury during the game and did not play in the regular-season finale Wednesday at Milwaukee.
"With me, it's just rhythm". "We came into this series knowing we have to be the team that delivers the first blow, we had to come out and be aggressive and have that attitude that we're going to be here all night". "Even at the beginning of the game when we were up like 17 at one point, I wasn't looking at the scoreboard like, 'Let's put them away".
The teams went back and forth in the third quarter - Portland pushing their lead back to double-digits, the Thunder responding with a charge to draw closer.
"Couple days ago I looked in the mirror and said, 'Man, I'm blessed to just be here with an wonderful organization and awesome teammates'".
While Westbrook was part of the Thunder's 3-point problem, missing all four of his attempts from deep, he wasn't the root of OKC's issues.
Thunder: While the Thunder swept the Blazers 4-0 during the regular season, Portland swept them in four games the season before.
Kanter, signed just before the All-Star break after he was waived by the New York Knicks, has started in Nurkic's place.
Portland dominated the early going, jumping out to a 38-23 lead late in the first quarter.
The Thunder's only lead was in the opening quarter.
George was one of the Thunder's best three-point shooters this season at 39% from long range. Bill Walton did it three times and LaMarcus Aldridge once. I thought his conditioning was really good.
On Sunday at Toyota Center, the Rockets will host Utah in Game 1 of this first-round series.