The most simple explanation is that Utah plays a math-based basketball game more than anyone else in the NBA. The math is based on the course of an entire game. The Jazz play the smartest basketball possible (for the most part) within the context of a normal NBA game, but the final minutes of a game are much different. Normal plays arent run as often, there is less passing, there is less pace, there are less fast-breaks, things slow down, fouls arent called as much, ego plays a bigger role in player decision making, etc.
I think the biggest thing on offense would be trying to hit Gobert more. The Jazz are already awful at trusting Gobert to catch anything, but during the clutch minutes there's even more indecision.
Defensively it just is what it is unless Donovan is able to become the kind of player who can really turn on a defensive switch and become a lockdown guard defender for 3-5 minutes per game to end the game.
Bojan is what he is on defense. He's never going to be a good rebounder so Utah's going to continue to give up big offensive rebounds in clutch minutes because only Rudy/Royce/Mitchell are capable rebounders and/or capable of difficult 50/50 rebounds (meaning high amount of hustle or vertical snagging ability needed). And Donovan barely qualifies.
But it just seems to implausible to sit Bogey when he's an absolute flamethrower on offense.
I would like to see Utah crash the glass more in clutch minutes. Teams tend to slow down the offense a bit in clutch minutes so try harder to punish that by being more aggressive on the offensive glass. I would have to pay attention to this more to see if this is something does already, or maybe they do the opposite of it. I'm not sure. But then again, the Jazz still lack that additional energy type guy who can actually regularly make these kind of hustle plays in clutch minutes.