Hillary was actually quite lucky that she didn't win. Just imagine the stress that she would have endured from that Hellish term.....
It's an interesting counter-factual.
Assuming the only difference was she won but the senate and house stayed the same, she would have likely been impeached in the first year since the GOP had announced they intended to do that.
She would not have been removed.
She would have no judges and there would be a crisis in the judiciary (the GOP wouldn't appoint any judges).
The Supreme court would have 7 judges after RBG died.
She would probably have not had her cabinet appointed.
She would be able to get some stuff done via executive order and adjusting regulations but basically no legislation would pass except a budget and even that might not.
How COVID plays out depends a lot on how dysfunctional everything is by 2019/2020.