"This is what depression looked like to us just 36 hours before his death," Talinda Bennington tweeted with the video.
The actor's impersonations of Trump have propelled SNL to its best season in years.
The Seven Sharp host blogs about this remarkable encounter. Watch the full interview tonight.
Ahead of a special edition vinyl release of the album that shot her to fame 10 years ago, Hollie Smith performs on TVNZ1's Breakfast.
The veteran rocker fell into a hole in the stage during the band's show in the Netherlands.
But she said intense media coverage has provided challenges.