Lindsay Lohan’s current campaign for a career comeback, which kicks off tonight with her “SNL” hosting gig, will continue with a “sexual thriller” from Kris Thykier, the producer of Madonna’s “W.E.” Sources say that Lohan is joining the cast of a feature project directed by Johan Renck, the Swedish music video guru who’s shot clips for the Material Girl, Kylie Minogue, Robbie Williams, New Order and Chris Cornell. Renck has recently directed episodes of edgy hit shows including “Breaking Bad” and “The Walking Dead,” as well as fashion spots for H&M, Levi’s and Agent Provocateur. Lohan is already playing Elizabeth Taylor in an upcoming Lifetime movie, and she’s been making the media rounds this week. On Thursday, the troubled starlet told “Today” host Matt Lauer, “I’ve certainly seen a lot, and I’ve grown. I’ve . . . learned how to live my life in a way that I’m happy.” She broke out in the Lorne Michaels-produced “Mean Girls” in 2004. Now the “SNL” creator is the first to give her another chance.