I think you're right about the tactical situation here. While it's a catastrophe if we hit a red word (or unblock a clue for the opponents), we also don't want to leave ourselves with a guess next round, should we get there.
Right, so not Embassy then.
Moon seems obvious; after that I'm a bit stuck. Maybe Boom and Plane?
One of the words needs to be related to Nationals, too. Is Boom a baseball term?
Never seen that word before, so I won't be of much help.
If EMBASSY isn't the last Nationals word, then I don't know what else could fit. I was thinking BOARD for scoreboard but that's wrong, and nothing else really fits as a baseball term.