Four days on from beating Bosnia-Herzegovina 3-0 at St James' Park - where their performance left quite a bit to be desired - Southgate's men were not at the races whatsoever when Iceland came to the English capital.
After being memorably knocked out of Euro 2016 by the tiny Nordic nation, England had completed their revenge mission with two successes over Iceland in the 2020-21 Nations League, including a 4-0 trouncing at Wembley.
However, Southgate's attackers were profligate and their defence was found wanting on Friday evening, as Jon Dagur Thorsteinsson struck the only goal of the contest on the 12-minute mark.
As well as the humiliating scoreline, England's pain also extended to a pair of enforced defensive changes, as neither John Stones nor Marc Guehi were able to complete the full 90 minutes against Age Hareide's men.
The former - who suffered bad luck with injuries in the domestic campaign too - tweaked his ankle inside the opening 40 seconds of the match, as he felt the full force of an Icelandic player on his leg.
Stones managed to carry on until half time, but he was replaced for the second half by Ezri Konsa, while Guehi partnered the Manchester City man from the off but then had to be withdrawn himself after taking a ferocious shot to the head.
The Crystal Palace defender received treatment on the turf for a few moments before being withdrawn, but speaking to the media after the match, Southgate confirmed that both changes were precautionary in nature.
"With John we decided at half-time there was no point in taking any chances. He's a very important player for us. Marc is fine," the England manager said.
As a result, both defenders are expected to be given the green light to start for the Three Lions in their opening Euro 2024 tie with Serbia on June 16, most likely as Southgate's central pairing with Harry Maguire absent.
How concerning are England's defensive problems ahead of Euro 2024?
For all the criticism and ridicule that Maguire may have received in a Manchester United shirt in the past, there is no denying that the 31-year-old is imperative for England and barely puts a foot wrong while donning his national team's colours.
With Maguire missing from the lineup against Iceland, the Three Lions were bereft of their chief aerial threat from set-pieces and while defending their own box, and they were arguably fortunate to only lose 1-0 on Friday.
Stones's role in Thorsteinsson's goal was also questioned - the Man City defender maybe could have done more to prevent the Iceland striker from cutting inside and getting a shot away - but his ankle niggle means that he can be given the benefit of the doubt.
Much has been made of England's full-back situation - particularly on the left - but Southgate is in just as much of a pickle centrally, as Stones cannot be relied upon to stay fit while Lewis Dunk also sat out the Iceland loss with a knock.
Furthermore, two alternative picks in central defence - Konsa and Joe Gomez - have spent a large portion of the Premier League season out wide, but only time will tell if axing the inexperienced but in-form Jarrad Branthwaite was the best idea.