If the muezzin gives the adhaan for Fajr whilst you are praying Witr, then Shaykh Ibn Baaz (may Allaah have mercy on him) said:
What is prescribed for every believing man and woman is to pray Witr every night, the time of which lasts from ‘Isha’ prayer until dawn breaks, because it is proven in al-Saheehayn from Ibn ‘Umar (may Allaah be pleased with him) that the Prophet (peace and blessings of Allaah be upon him) said: “The night prayers are two by two, then when you fear that dawn is about to break, pray one ra’kah to make the number of rak’ahs that you have prayed odd.”
There are many ahaadeeth which speak of this. This indicates that Witr ends when dawn breaks. If a worshipper does not know when dawn breaks, he may rely on the muezzin who is known to seek the correct time. When the muezzin who is known to seek the correct time gives the adhaan, then the time for Witr has ended. But if he gives the adhaan before dawn then the time for Witr does not end when he gives the adhaan, and that does not mean that it has become haraam for one who is fasting to eat and drink, or that the time for Fajr prayer has begun.
From what we have mentioned, it is clear that the time for Witr ends with the first adhaan if the muezzin is seeking the correct time of dawn for his adhaan. But if the muezzin gives the adhaan when the Muslim is in the last rak’ah, he should complete it because he cannot be certain that dawn has broken just from hearing the adhaan, and there is nothing wrong with that in sha Allaah. End quote.
Majmoo’ Fataawa Ibn Baaz (11/305)
Shaykh Ibn ‘Uthaymeen (may Allaah have mercy on him) was asked about a man who is praying Witr and whilst he is praying the muezzin gives the adhaan for Fajr prayer. Should he complete his prayer?
He replied: Yes, if the adhaan is given whilst he is praying Witr, he should complete his prayer and there is nothing wrong with that. End quote.
Fataawa Ibn ‘Uthaymeen (14/115).