“We just live in a red state here,” said Alex Sink, a former Democratic state official who once narrowly lost a bid for governor. “I think it’s just tilted toward the Republicans now, and I hate to say that.”

The question looming over the state going into 2020 is the same one Democrats are wrestling with elsewhere: How can the party narrow its losses with voters who are older — and in many cases white — without alienating younger, nonwhite voters?

What is so agonizing for Democrats is that 2018 did little to clarify the best path. The party put forward Mr. Gillum, a 39-year-old black progressive, and Mr. Nelson, a 76-year-old white moderate who had been in elected office for nearly half a century. Mr. Nelson lost by about 10,000 votes and Mr. Gillum didn’t fare much worse, losing by about 32,000 votes.