Can cutting electrical steel alter its magnetic properties?
So, yes and no:

Of course, cutting steel is going to produce a lot of heat. Heating changes the metal structure and will alter the properties.

But: with a slow hacksaw, that effect is probably not really relevant at all.

What I'd worry much more about is that you still need to stack multiple of these sheets, and you will


break the lamination close to your cut, leading to stray currents across the sheets, which might reduce efficiency
slightly bend, wave the sheets, so that they won't perfectly stack, which will reduce efficiency


So, I don't think the hacksaw is the optimal tool here; I don't know where you are, but it's often pretty easy to find metal workshops in any city, and many of those have CNC cutters, and CNC drills. They aren't really expensive, and you'll save yourself a lot of pain and get better results if you ask them to cut things for you.

It's generally a good idea to show up in person with your stock U's, and explain what you need to happen, and ask whether you can watch while they work on your metal. Most craftspeople are kind of proud of what they do, and you might learn a lot about handling the metal the way they do it professionally – and that might save you a lot of headache, metal dust, finger damage and cost later on :)