In the first of two games in the Northern Irish capital, Sean Selsmer fired the Blaze ahead, assisted by Rob Farmer on 2.44.
The Blaze survived three penalties before Peacock levelled the game on 30.22 and a minute and thirty seconds later, Lambert put Belfast in front.
Coventry came back with a stunning goal on 35.45 from Luke Fulghum, only for Welch to restore Belfast's lead on 38.02.
Into the third and Belfast went 4-2 up when Lambert scored his second of the night on 52.06. They had Prudden given two minutes for boarding and a ten minute misconduct charge for personal referee abuse but with the Blaze pulling their net minder, Hemmingway hit a fifth for Belfast with six seconds of the match remaining.