Selome Hailu Natasha Lyonne is set to host the season finale of “Saturday Night Live” on May 21 with Japanese Breakfast performing as the musical guest.The episode will mark the “Saturday Night Live” debut for Lyonne, who is the co-creator, executive producer, director and star of the comedy-drama series “Russian Doll,” which debuted its second season on Netflix on April 20. Season 1 follows Nadia (Lyonne) as she mysteriously finds herself stuck in a time loop and must find her way out with the help of a stranger named Alan (Charlie Barnett) who she realizes in the same situation.