It is better to apply for US visa from Europe than the Montreal as consulate has high rate of handing out DS-5535 and resolution time is much more than Europe.
Your travel history during the last fifteen years is a factor for DS-5535. But if your place of birth is MENA, China or Pakistan, then there is a high probability of getting DS-5535. If your field of study or work is in TAL, that is another reason to ask for Resume. DS-5535 cases takes from few months to more than a year to resolve. Other than that system can also select you randomly for DS-5535. Since the DV lottery visa is time bound visa, , there is higher probability that you won't get DV lottery visa if you are stuck in DS-5535.
Read the post from @Adam RS regarding DV lottery visa and AP
https://www.visajourney.com/forums/topic/787842-montreal-embassy-eb-2-interview-wait-time-part-2/page/134/#comments