The concept of "nonimmigrant intent" for F-1 students is difficult to work with. All I can say is that your F-1 status would not be automatically terminated by a denial of an adjustment of status application. It could come up in a future application for an F-1 visa, or upon seeking readmission as an F-1 after a trip abroad. If so, you would need to be well-prepared for questions related to your previous attempt to obtain permanent status. Since the DV lottery program is unique and expires at the end of each fiscal year, you would need to make sure that you are eligible to participate (for example, that your DV number is currently available to apply for adjustment) and also that the USCIS completes its processing of the adjustment of status application before the end of the fiscal year. If it delays processing your case for too long, you may need to file a legal action for mandamus in a federal district court to compel prompt action on the application. You should ask your attorney about his or her experience with this and have a strategy and timeline for acting on your diversity lottery eligibility.