Last I heard SNL is filmed and they run it as tho it were live(as in, no retakes after the rehearsals)…
As for Harold Ramis, he was a writer for the original version of the show(which was based in Chicago, tho I can't remember the name)… all the original SNL people came from the chicago show… and Ramis continued to write up until he started to get some fame goin for him and he started acting.