Your OPT gets automatically cancelled once you transfer your sevis to another institution. If you have a vaild visa, then you should not have problem travelling to Nepal with a new i20 and travel signature. And one more point, the burden is on you to maintain your status and not your DSO. You have to know the rules of OPT. They may be willing to help you but are not required to. If nothing works out just transfer to your new university and then go to Nepal on summer break, Or Take a semester off.
Here's an info from a  university:
http://www.oiss.wayne.edu/immigration-visas/f-1-optional.php