Kate McKinnon returned as Hillary Clinton to perform Leonard Cohen’s “Hallelujah” on “Saturday Night Live.” She did it in somber style, paying tribute to Cohen, who died this week — using his lyrics to reflect the mood of the nation. The most poignant lines were: “And even though it all went wrong, I’ll stand before the Lord of Song, with nothing on my tongue but hallelujah.” At the end, a visibly emotional McKinnon turned to the camera and said, “I’m not giving up, and neither should you.”