Why would entering the GC lotery jeapadize any visa. Even if you had the intend to return and after you got the visa changed your mind and entered the lotery that doesn't mean you had intend to stay. What if you never win you have to leave. If you win that can be a new era and a complete different issue than before you got your first visa.
My friend has her visa for 9 years and the first one was applied in 2000 and for the first 4 years she applied every yr and than got one for 5 yrs...meanwhile after a few yrs she started to enter the visa lotery and I think no one can state that she came here with the intention to stay here forever if she had not won the lotery. I think that can't be used against any person. Only for the person's who are overstaying their visa.
otherwise non of the students can ever enter the lotery and win and if they get denied for monetary reason's they could not even finish their study, that sounds not right.
I think this has been answered before. It's not entering the lottery and winning that's a problem, that's fine. It's when you fill out and return the forms that you're declaring intent to emigrate. If anything goes wrong in the process then there's a risk that you'll lose your current visa if its a single intent visa. This is something I know because of my own situation. Like I said, it's really your risk to take, but I would recommend you get expert advice.