Reference: I’laam al-Mu’aasireen bi-Fataawa Ibn ‘Uthaymeen – Page 83
Question: A man prays the witr prayer, and during his prayer the mu.adh.dhin calls the adhaan for the fajr salaah. So what is the ruling [here], should he complete his [witr] prayer, or what should he do?
Response: Yes. Should the adhaan be called whilst he was [praying] the witr [prayer], then he should complete his prayer, and there is no harm.