Chris Lake has played some of the biggest stages in the world, yet it’s New York he always keeps coming back to. Case in point, the DJ and producer will return to The City That Never Sleeps this weekend for a three-night run at Brooklyn’s Under the K Bridge from June 5-7. “I still have that moment of, ‘holy s—, I’m in New York,” Lake, 43, told The Post in an exclusive interview. “I still think of myself as the kid that was in his bedroom in Scotland, trying to make beats to get people’s