I am getting this gut feeling that the Southwest is going to have to bail out asses out of this
Hmmm... polling consistently underestimates Dems in the SW, so Biden is probably going to win AZ if anything like these polls continues. However, it's hard for me to envision Biden losing only one of WI/MI/PA. The likely scenarios are he wins them all (then AZ doesn't matter), he only wins PA (then AZ isn't enough), or he loses them all (same). Biden would likely have to win Texas while losing a ton of Obama states to be "bailed out" by the Southwest. It's not impossible, but it's a big lift.
It's not in the SW, but I do think Clinton+PA+AZ+GA is an underrated scenario for a minimum Biden win, using the big city shift. He doesn't even need ME or NH in that scenario.