OKLAHOMA CITY—Shai Gilgeous-Alexander scored 27 points, and the Oklahoma City Thunder rallied from 26 points down to beat the Los Angeles Lakers 123-115 on Wednesday night for their first win of the season. The Thunder equaled their biggest comeback ever to get over the hump after solid showings against Philadelphia and Golden State in their previous two games. Gilgeous-Alexander said Oklahoma City never considered giving up. “It’s a 48-minute game,” he said. “Crazier things have happened. … So we knew it was possible. I myself have come back from a deficit almost that big, so I knew it was possible. Just stay the course. Every game, every moment for the whole season.” Darius Bazley added 20 points and rookie Josh Giddey had 18 points and 10 assists for the Thunder, who opened the season with four losses. Gilgeous-Alexander said he expected the Thunder to break through eventually. “I knew it …