You know, I can see that Chelsea played very well despite their defeat, apparently the events around them have really affected their morale. I don't know how the circumstances will play out in the return match, but it will be extremely difficult to beat Real Madrid by two goals, let alone scoring three unanswered goals to avoid extra time, in which they are likely to concede
If Chelsea can score one goal in the first half to bring the score 2-3 on aggregate, they may be able to push for one more goal in the second half and force the game into extra time, but it won't be easy because we're playing away.
It reminds me the joke that "if my grandma had wheels she would have been a bike". Sure, if Chelsea finds a goal before half time, they could go for another goal, if they find another one, then they can try for another, or if they score 3 goals on first half they could just park the bus.
Basically there are many "if" scenarios before the game starts, we could have Real scoring another goal on first half and making it quite impossible task for Chelsea to score 3 on top of that, not impossible but close. This is why we can't really know what will happen in the short term, we just need to watch and see. I am not saying Chelsea can't win, it is just that it could be quite difficult.