The reigning champions, who led by 16 points at one stage, had gone into the final minute with scores tied but Suggs drained a three-pointer, followed by making a steal, sinking one of two free-throws to make it to a two-score game.
Suggs finished the game with 26 points with nine assists, while rookie Pablo Banchero contributed 22 points with eight rebounds.
Curry scored 39 points on eight-of-15 three-point shooting with nine assists for Golden State. Klay Thompson found form with seven triples in his 27-point haul.
The Magic scored 33-of-46 points from the free-throw line, compared to Golden State's 10-of-15.
The result means the Warriors fall to 3-6, having lost three of their past four games to sides who missed last year's playoffs. Golden State are also 0-5 on the road.
Jokic records another triple-double
Jokic scored 15 points with 13 rebounds and 13 assists as Jamal Murray contributed 24 points including four three-pointers for Denver who improve to 5-3.
For the Thunder, Shai Gilgeous-Alexander scored 37 points but only four in the final quarter when OC went seven-for-22.