What is the advice directed from the Quran and Sunnah to an Imam who refuses to stop a lesson at the time of the Adhan, despite the congregants' request, out of a desire to combine the reward of listening to the lesson with following the Adhan?

Following the Mu'adhin in his Adhan is ثابتة (established) from the Prophet, peace be upon him. He commanded it, encouraged it, and promised reward for it. It is recommended according to the majority of scholars, while the Hanafis hold it to be obligatory. It is recommended for whoever hears the Mu'adhin to say what he says. The jurists have stipulated that following the Mu'adhin takes precedence over recitation [of Qur'an], or the two rak'ahs for greeting the mosque, or following sermons, because the opportunity to follow [the Mu'adhin] will be missed, whereas the others will not be missed. This is to combine the two virtues. If the Imam does not follow the Mu'adhin, then you should follow him and then complete the sermon.