Audra McDonald in a scene from George C. Wolfe's production of "Gypsy" at the Majestic Theatre (Photo credit: Julia Cervantes) Mama Rose in the musical Gypsy, the 1959 collaboration of Arthur Laurents (book), Jule Styne (music) and Stephen Sondheim (lyrics), has become the Hamlet or King Lear for female stars. Audra McDonald who is currently the First Lady of the American musical theater may not have been the first n…