I hope you get a chance to see the 3-hour documentary Ladies and Gentlemen 50 Years of SNL Music – the only problem is it’s too short! One clip that didn’t make the cut was this one-time-only performance:

The Power Station were a British-American 1980s/1990s rock and pop music supergroup originally formed in New York City and London in 1984. It was made up of singer Robert Palmer, former Chic drummer Tony Thompson, and Duran Duran members John Taylor (bass) and Andy Taylor (guitar). Bernard Edwards, also of Chic, was involved on the studio side as recording producer and for a short time also functioned as the Power Station’s manager. Edwards also replaced John Taylor on bass for the recording of the band’s second album. The band was formed in New York City late in 1984 during a break in Duran Duran’s schedule that became a lengthy hiatus. The Power Station was named after the Power Station recording studio in New York, where their first album was conceived and recorded.

On 16 February 1985, the band performed “Some Like It Hot” and “Get It On” on Saturday Night Live. It was the only time that Robert Palmer performed live with the original line-up – and the band only lasted a year. The horn section for the Power Station’s Saturday Night Live appearance included saxophonist Lenny Pickett, who would join the show’s house band that fall and eventually become the show’s musical director.

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https://en.wikipedia.org/wiki/The_Power_Station_(band)