In the 2020-2021 Europa League knockout stages, Arsenal beat Olympiacos 3-1 in Greece, then lost the return leg in England 0-1.
If instead they had lost the return leg 0-2, making the aggregate score 3-3, what would have happened?
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The "away goals" rule applies; see Article 19 of the Competition Regulations:
For matches played under the knockout system, if the two teams involved in a tie score the same number of goals over the two legs, the team which scores more away goals qualifies for the next stage.
so in your example, Arsenal would win the tie as they scored 3 away goals to Olympiacos's 2.