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If you have time left on your STEM OPT but have won the H-1B lottery, you can technically opt for H-1B consular processing and continue using your STEM OPT. However, since 2023, this approach has become riskier.
The safer option is to proceed with an H-1B change of status. If you delay the H-1B activation and later face job loss, transferring the H-1B could be more complicated. While consular processing is still possible, it carries uncertainties. If it were my case, I would choose the change of status for a more secure transition.
 

Yes, you can volunteer while on a temporary visa as long as you are not compensated in cash or kind.
For F-1 OPT, if the volunteer work is meant to count toward your OPT compliance, it must be at least 20 hours per week and related to your field of study. If it’s purely additional volunteer work (e.g., helping at events, reviewing research papers) and not counted for OPT compliance, there’s no issue, but check with your DSO.
However, you cannot volunteer for a for-profit company, as that could violate labor laws, though the violation would be on the company’s part, not yours.