You'll only be able to file for adjustment of status based on DV on the month the kcc will be processing your sequence number. On the bottom part of the notification letter you received from DV you will find a sequence number for your region.
Keep checking every month the Visa Bulletin because you'll find there the numbers processed each month for DV based GC.
Consular Processing is usually safer when you go with the DV lottery as it is faster and you are less likely to get your files lost or delayed for no reason. Speed is critical for a DV case as you are only eligible during a small window of eligibility. Given that you have an I-140 pending, I would suggest you do consular for the DV case and adjustment of status for the employment based case, if the your priority date becomes current. Then you get to have two chances at it and you can go with whatever works out first.I think it is a risk to do AOS because of all the backlog that USCIS has built in terms of processing applications for the past year. I hope this helps, best of luck.
If you have a very low number, you have the choice of AOS or CP
If you have a high number your only choice is CP
The advantage of AOS is cost as you can do it from the US without travelling.
The disadvantage is that the AOS process has to be completed within a certain time.
The advantage of CP is you get a pretty definite time-line and you can gauge when your interview will be. The process is relatively quick.
The disadvantage is if you denied then you will find it very difficult to get back into the US.
Travelling back to your home country is either an advantage or disadvantage. For me I would love to go back and see friends and family.
Personally I think CP is the way to go!