Weyburn was first on the board in the opening frame, a period in which the teams would each score two.
Braden Birnie was first to find the twine giving the host Wings the lead 2:16 in.
It took just more than a minute for JD Hall to tie the score 1-1 popping a Terrier goal at 3:20.
Yorkton edged ahead at 12:27 on a goal by Tyson Janzen, but Beau Larson sent the teams to the dressing room knotted 2-2 with a powerplay effort at 18:17.
The teams again traded goals in the second period, Enrique Pontes for Yorkton at 5:05 and Cooper Chisholm for the Wings at 11:16.
The third period was a scoreless affair, as was the five-minute overtime, sending the game to a shoot-out where it took 20 shooters before Graham Skinner scored the winner.
Kael DePape was in the Terrier net facing 22-shots in the loss, with Jackson Fellner facing 47-shots to earn the victory for Weyburn.