USB OTG support for lumia series...

The short answer is, depends.

The Lumia series as a whole doesn't support USB-OTG. Those that don't, never will. We've been over that and it is a hardware thing. (whether you believe that or not; isn't going to happen)

As for a chance in the future, that depends a bit on whether you believe there will be more "Lumia"s. (brand name) It also depends on whether you believe the capabilities of USB-C which provide many of the features that make USB-OTG attractive, should be labelled as USB-OTG or not. USB-OTG is a specialized version of USB that can act as a host or client port. The ability to do that is inherent in USB-C, it is not a specialized variant.

The question then becomes if future devices that run Win 10 Mobile will have OTG. That depends on who is making them. That is a feature that may or may not be included if they choose to use a legacy micro (mini?) USB plug.

If the device has a USB-C connector, it should, by default, support all those things you want OTG for, connecting to drives, mouse/keyboard, audio/network dongles, etc. It also supports video which OTG doesn't.

In fact Nokia pioneered the smartphone and Microsoft destroyed the brand. It hurts to denounce such an icon but even Symbian  was a better OS.

No dude. No chance. Ms has ignored our pleas, instead they have tried to shove its bad Windows Phone OS down our throats. The whole Lumia range is junk. I just retired my 1320 as it threatened my health with its never ending faults. Go Droid as soon  as you can.

Does lumia series support usb on the go?

If not are there any chances in d future?

Read the thread before posting a question which has been answered several times in it already.