Crosswords often include ERIE or EERIE but today's is the first one I've seen with both words. The puzzle also has 42 black squares---too many!---and four foreign words (BON, EAU, LOO, MAI).
As magus noted, the beginning and ending letters of the three theme answers spell SHOT. The answer that conveys the theme is OUTSIDESHOT. "Outside chance" is a common phrase. "Long shot" is a common phrase. "Outside shot" is not. That's the title of a book by Keith O'Brien about a Kentucky high-school basketball team but I've never heard any basketball announcer use the phrase. I don't think I've ever heard anyone use the phrase.