first I-485 denied and filed second I-485 in US

Unlike H, L visa, F and B visa do not allow to have immigration intention. Therotically, once immigration petition has been filed, F visa is considered invalid and if 485 is denied, the person need to leave the country immediately. You are really lucky in one way. I know many schools Inernational offices will withdraw students from SEVIS system once they learn an immigration petition has been filed. But they do not constantly check. In any case, getting a new I20 will be impossible once I140/485 has been filed.