ALBANY — The campaign for the Republican nomination for governor was blown wide open on Thursday as the party’s presumptive frontrunner, Rick A. Lazio, lost key support after a last-minute entry into the race by a conservative Long Island Democrat. The Democrat, Steve Levy, was quickly amassing Republican endorsements, just hours after he said he would switch parties and seek the Republican nomination. Mr. Lazio, seeking to contain the damage and play down the growing number of defections from his campaign, hit back on Thursday, calling Mr. Levy, the Suffolk County executive, a “rank opportunist.” “The people of New York...