Nonlocal effects on metasurfaces play an important role to achieve high-Q spectral selectivity, beneficial for development of multifunctional, multispectral integrated optics. In addition, they enhance the optical interaction and promote a variety of nonlinear effects, including frequency conversion and stimulated scattering. Active tuning of nonlocal nonlinearity is highly desirable for sensing and signal processing but was hardly explored until now. Here, we show drastic electric and all-optical tunability of nonlocal second-harmonic generation (SHG) from nonlinear metasurface, functionalized with a twisted nematic liquid-crystal (LC) layer. The addition of LC results in the emergence of strong nonlocal SHG, due to a surface lattice resonance of the system. We demonstrate a notable enhancement of SHG on resonance, more than 25 dB electrical switching amplitude, and all-optically induced phase transition imprinted on SHG. Our results on dynamic nonlocal effects introduce a very promising route for active nonlinear optical metadevices at the nanoscale.