Relative to a clock on earth, moving at a given speed relative to the speed of light, the supernova happened when it happened.

All that is changing with lensing is that you're seeing the light coming from it earlier looking in one direction than another. Either way, it happened in the past. The order of events is not changing.

It's like saying that a stock trader using a fiber connection figures out about a price movement more quickly than a stock trader using a dial-up connection.

At least, I think that's right; not a physicist.