State lawmakers have overridden the governor’s veto of an energy bill designed to expand the region’s natural gas infrastructure and lower energy costs. The Democrat-controlled state Senate voted unanimously in favor of the override late Wednesday. The House voted 121 to 11 to override last week. Under the bill, the state will partially finance pipeline construction in southern New England so more natural gas can get into the regional electric grid. It will also boost funding for energy-efficiency efforts and provide financial assistance to help low-income families switch to more affordable heating systems.