Frenchman Hadjar said he was surprised to be third, expecting Ferrari to be ahead of him, but on his debut for the Red Bull team he did what so many of his predecessors could not and delivered when Verstappen hit trouble.
The four-time champion spun off and crashed at Turn One on his first lap of the session when his rear axle locked, catching him by surprise.
He was shaking his hands after he climbed out of the car, because he had held on to the steering wheel on impact, but said nothing was broken.
“I have no idea (what happened),” he said. “I just arrived to Turn One and the rear axle just completely locked up out of the blue while hitting the pedal, so this is something very weird that I’ve never experienced in F1 before. So just need to understand what went wrong.”
He will start 20th, ahead only of the Williams of Carlos Sainz and Aston Martin of Lance Stroll, neither of whom were able to take part in the session after reliability problems in final practice.
Behind the Racing Bulls, the new Audi team had a strong session with Gabriel Bortoleto and Nico Hulkenberg taking 10th and 11th places, with the Haas cars of Oliver Bearman and Esteban Ocon 12th and 13th.
Bortoleto missed a chance to start higher because his car broke down on the way back to the pits after the second knockout session.
Alonso took the opportunity to underline how much difference finally managing to complete some laps had made to a team that were five seconds off the pace on Friday by reducing that to 2.5secs in qualifying.
“The whole winter has been a little bit with that feeling that there is much more to come, especially on the chassis side,” he told BBC Radio 5 Live.
“We feel more or less OK in the corners and we feel we could be in the top 10 easily and then we cannot put laps together in the winter.
“Here, thanks to a more normal second and third practice, we found two seconds easily just because we ran.
“It is a matter of continuing to do laps and stay united. There is no secret that the main problem is the PU (power unit). We are down power and reliability. We didn’t manage many laps in the winter and now we are short on stock for the batteries, we cannot do many laps or we are short on parts. We need to fix the power units and Aston Martin is trying to help as much as possible with Honda.”