Abbie Larkin equalised for Palace in the first half with a clever first-time finish, before a towering Justine Vanhaevermaet header made it 2-1 just minutes later.
After the Eagles fell behind in the second half, a sensational strike from Larkin on 58 minutes restored parity. Two minutes later and Ashleigh Weerden would put Palace in front after Southampton failed to clear their lines.
Despite it ending all square at 4-4, there were plenty of goals and strong performances across the board.
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