No team that has lost the first two games of the Finals at home has ever come back to win it.
No team in NBA history that has lost the first two games of the Finals at home has ever come back to win it, per Yardbarker
Five teams have come back from 0-2 to win the Finals, but in all five cases they lost those first two games on the road, not at home: the Boston Celtics (1969), Portland Trail Blazers (1977), Miami Heat (2006), Cleveland Cavaliers (2016), and Milwaukee Bucks (2021). cbssports
EDIT:
Outside of the finals, there have been 5 teams to do it in a best of 7: Los Angeles Lakers in 1969, the Houston Rockets in 1994, the Dallas Mavericks in 2005, the Boston Celtics in 2017, and the Los Angeles Clippers in 2021. CBS News
I don’t see it happening for the Spurs though, especially going into MSG.
EDIT 2 (MORE STATS):
From basketball reference :
All series are scheduled as a 2-2-1-1-1 home/away pattern except for the Finals from 1985 to 2013, which were 2-3-2.
2-2-1-1-1 format going down 0-2 at home (all rounds 1984–present, except Finals 1985–2013): 4-27
2-3-2 format going down 0-2 at home (Finals 1985–2013 only): 0-2