Andy Murray and Joe Salisbury suffered a 2-1 defeat against the USA in a gruelling match that went on until almost 1am.
It means Great Britain will likely have to muster a victory against the Netherlands and Kazakhstan to reach the final eight in Malaga.
Murray and Salisbury were given a huge ovation as they stepped out for the deciding rubber at 10pm against Sock and Ram – with whom Salisbury won the US Open only five days ago.
The British pair edged a long opening set and then looked in command at 3-1 up in the second set but Ram and Sock hit back strongly, winning five of the next six games to level the match.
As the clock ticked well beyond midnight, more and more fans began to leave, but a sizeable number saw it through to the end, which came at 12.58am when Ram and Sock clinched a 5-7 6-4 7-5 victory to hand USA victory in the tie.
The result leaves Britain almost certainly needing to beat the Netherlands on Friday and Kazakhstan on Sunday to reach the last eight shootout in Malaga in November.