Paul Newman is going back to Clinton, La., to begin filming "Blaze," the stormy story of stripper Blaze Starr and Earl Long, the colorful one-time governor of Louisiana. Newman also was in Clinton, 30 miles north of Baton Rouge, more than 30 years ago to film "The Long Hot Summer." Lolita Davidovitch, a Canadian who had small roles in "Big Town" and "A New Life," will be playing Blaze and Ron Shelton, director of "Bull Durham," will be shooting scenes in two mental hospitals in the area since Long was briefly institutionalized during his last term. There will be more filming in the Capitol while the Legislature is recessed.