With Belgium expected to complete qualification on Tuesday, the race for second place in Group J will be determined at the Cardiff City Stadium — and only a Welsh victory will be enough.
Bellamy did not downplay the stakes when assessing the ramifications of finishing runners-up.
“It’s massive,” he said. “I can lie and say it’s not. But, come on, to finish second and have a home game is huge.”
Wales are guaranteed a play-off berth through last year’s Nations League results, but their seeding — and whether the semi-final is played in front of their own fans — hinges entirely on Tuesday’s result.
Should they fail to win, Wales drop into the lowest pot and face an away tie against a top seed, potentially Italy, Turkey, Ukraine or Poland.
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Bellamy made clear that his concern is not only the quality of those opponents, but the challenge of playing knockout football abroad.
“If we finish fourth (seeds) the away games and the teams that are in those games (are difficult) – and I have this overriding VAR fear as well,” he admitted.
“Just my experience of watching Wales down the years and being able to qualify for major tournaments, being at home is a huge advantage.”
Saturday’s narrow 1-0 victory in Liechtenstein did little to ease the nerves.
Wales dominated possession but struggled to break down opponents ranked 206th in the world, and required a second-half strike from Jordan James to edge over the line.
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Nathan Broadhead saw a goal chalked off by VAR, and Daniel James struck the woodwork.
The win came at a significant cost. Midfield lynchpins Ethan Ampadu and James both picked up bookings — their second of the campaign — meaning they are suspended for the North Macedonia clash.
Their absence has left Bellamy with major reshuffling to do.
Still, the Wales manager insists he will enjoy the magnitude of the occasion.
“I like the fact that we’ve got something on this game,” he said.
“I like the fact that we had something on the Liechtenstein and Belgium games… It’s a new experience for me because when I was playing the last three or four games we had nothing to play for, so this is quite nice.”
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Bellamy knows patience will be essential against an opponent comfortable defending deep.
“We know we need to win, but we have to be patient as well. That’s the key because North Macedonia do defend deep.
“They are happy not to have possession but they do have counter-attacking ability, so we have to be aware of that.”
With Ampadu suspended and Ben Davies injured, Harry Wilson will wear the armband for the first time.
“Everyone would much rather Ben and Ethan were playing, because we know what important players they are for us,” Wilson said.
“But with Ben’s injury and Ethan’s unfortunate yellow, it gave an opportunity for someone else to be captain and it’s a big honour for me… this is something I’ve dreamed about for a long time.”
Neco Williams echoed concerns about the midfield void but remains confident Wales can cope.
“It’s a huge miss. Two very important players for us,” he said.
“This happens in football and, whoever is playing, is going to be ready… It’s a big miss, but it’s done now and we move on to North Macedonia.”
Wales’ travelling fans endured a tense night in Vaduz, where their team struggled to turn control into goals.
But Williams insists the squad has maintained focus throughout the campaign.
“All we’ve done in this campaign is take it game by game,” he said.
“It’s important you stay patient and don’t get frustrated… The next game is North Macedonia and we’ve got the same intentions.”
