Damian Lillard wants to be traded to the Miami Heat. That desire won't change, even if the Portland Trail Blazers trade Lillard elsewhere. However, Lillard will show up to training camp for whatever team he's on, despite his desire to play in Miami.
After a report surfaced that said Lillard would only report to camp for either Portland or Miami, there's new reporting that says that's false. While Lillard will still push for a trade to the Heat if traded to another team, he will report to that team and take part in whatever activities the team wants.
That stance includes if Lillard is still a member of the Trail Blazers when camp opens on October 3. Lillard will report to Portland's camp, but it will be up to the Blazers as to how they choose to handle his participation this preseason.