I have the full list of Lindsay finalists going back to 2000 (the yearly finalists are incomplete prior to that).
Crosby now ties Ovechkin with six years as a finalist. On the (nearly-certain) assumption that he doesn't win, both Crosby and Ovechkin will have three Lindsay trophies, and three other years as a finalist. Fitting for the two best players of their era.
If McDavid wins (which I think is nearly certain), he'll get his third Lindsay trophy. In addition to tying Crosby and Ovechkin, that ties him with Jaromir Jagr and Guy LaFleur. Only Gretzky (5x) and Lemieux (4x) have more.
The players with multiple years as a finalist going back to 2000 - Crosby and Ovechkin (6x), McDavid (4x), Jagr and Malkin (3x), and then Benn, Iginla, Kane, Luongo, MacKinnon, Sakic, St. Louis, Stamkos, and Thornton (2x).