Sundowns will face old foes AS FAR of Morocco in Sunday's final in Ismailia, Egypt, after the latter squeezed past Cameroonian outfit Lekié Football Filles 1-0 in the other semi-final.
Donnelly had failed to find the back of the net in Sundowns' three group games but scored three times in the first half to end the tie as a contest.
The tall Banyana Banyana forward showed good skill with the ball at her feet to score the first, dancing past a challenge and firing low into the back of the net.
Her next two goals were more opportunistic as she found herself in the right place at the right time to poke the ball into the net.
That was already game over, but Noxolo Cesane added a fourth before the halftime break.
Latifah Nakasi pulled a goal back in the second half, but it was too little, too late for the Ugandans, who nevertheless have enjoyed a fine debut tournament.
Banyana Banyana coach Desiree Ellis earlier in the week named 11 Sundowns players in her squad for the World Cup play-offs, and that quality showed in a professional performance.
Sundowns have twice been African champions, winning the inaugural event in 2021 and then again in 2023.
In 2022, they were thumped 4-0 in the final by AS FAR in a game in which they finished with nine players after two red cards.
AS FAR also have two titles to their name, winning in 2022 and 2025, and came into this competition as defending champions. TP Mazembe (2024) are the only other club to have lifted the trophy.