NEW YORK — On March 1, President Joe Biden will go on live TV to deliver the State of the Union address — and so will CBS funnyman Stephen Colbert. “The Late Show with Stephen Colbert” will air a live show SOTU program at 11:35 p.m. ET with Sen. Bernie Sanders, I-Vt., making his 14th guest appearance. There will also be a musical performance by Jon Batiste and Big Thief. This will be the 44th time “The Late Show” has gone live since 2016. That includes its election night coverage, which won an Emmy Award for Colbert and his team. When Colbert did his show live after 2020′s State of the Union a…