I think Saladin is on to something and Dodga has asked the right question.
At it's simplest it is like shouting at someone who is balancing something delicately, "Don't drop it!". The moment a person thinks this is the moment they drop it.
Was I alone at the end of the game thinking, "We are going to lose this!"?
Players express this sort of feeling as "going into your shell", losing the flow of the game; and then the side that has nothing to lose gets a run on.
It is very difficult to think your way out of this situation, negative thinking creeps in very easily and quickly, group think, as Saladin hints, can take over both negatively and positively; and in the case of Essendon and Brisbane or Essendon and Sydney both happened simultaneously.
Wanting not to lose, helps you lose.
Thinking positively is better.
Not thinking at all and being in The Zone is the best.
Getting some Mindfulness training is a great idea if the whole team can embrace it. This means exercising your focus and concentration so it becomes stronger and you can stay in the moment, be unfailingly vigilant.
Ironically having a grumpy, frustrated, long suffering colossus of a supporter base doesn't help you stay focussed. The side shouldn't be worrying about us, they shouldn't be worrying about anything other how to stay focussed when they need to be.
If they can do that, they won't be worrying at all.