Country music star Barbara Mandrell, 36, gave birth yesterday to her third child, a 7-pound 7-ounce boy named Nathaniel, born by Caesarean section. Mandrell's husband, Ken Dudney, was in the delivery room at the time of birth. A hospital spokeswoman in Nashville said mother and baby were doing well . . .

Veteran French director Agnes Varda yesterday won the Venice Film Festival's highest honor, the Golden Lion, for "Sans Toit ni Loi" (Without Roof Nor Law), the story of a young woman vagabond. Special Golden Lions were given to directors John Huston of the United States, Manuel de Oliveira of Portugal and Federico Fellini of Italy . . .

Rock star David Bowie and actress Jennifer Connelly will be the two human stars in a sea of puppets in the George Lucas production "Labyrinth," currently being filmed in London. The release date of the film, directed by Muppets creator Jim Henson, hasn't been announced . . .

Former Sen. George McGovern plans to speak on detente next week at a festival in Italy sponsored by the Italian Communist Party, the South Dakota Democrat said yesterday. McGovern, scheduled to speak Tuesday evening at the annual National Festival of Unity in Ferrara, Italy, said he would "give a Western point of view on detente and East-West relations . . ."

Apparently not anxious to give up one of public life's nicer perks -- and perhaps wishing to spend a bit of his $2 million book advance -- former budget director David Stockman was seen yesterday riding about town alone in the back seat of a leased stretch limousine. -- Mike McIntyre Chuck Conconi is on vacation.