If the title First Lady of the American Theatre, bestowed to Helen Hayes in the twentieth century, were still in play, Laurie Metcalf would have a strong claim. The Illinois-born actress started out at Steppenwolf, in Chicago, and she typifies the company’s earthbound, self-excavating style: you can see her sweat, because acting, like life, is hard work. Though Metcalf found fame on the sitcom “Roseanne,” she has rarely been far from the stage. She won consecutive Tony Awards, in 2017 and 2018, for Lucas Hnath’s “A Doll’s House, Part 2” and Edward Albee’s “Three Tall Women.” This season, she headlines another brazen comedy by Hnath: “Hillary and Clinton” (beginning previews March 16, at the Golden), which finds a different kind of First Lady wrestling with politics, gender, and her marriage…