4% is the usual margin of error in almost all states, and I can't see any reason for that not being so in Arizona. When I saw such a state as Pennsylvania going into this zone consistently I could no longer treat it as a toss-up. At this point, Trump must change the basic reality of day-to-day political attitudes in Arizona to win it. He must pull Arizona out of the fire, so to speak.
Yes, Arizona is a must-win for Trump. as are several other states and one of the often-wayward districts of Maine and Nebraska.
Florida is a must-win for Trump not Arizona. Trump can win without AZ but without FL, there's virtually no chance of him winning the Electoral College.