No — keeping the lens extended through power-off is not possible with CHDK, and would likely need significant low-level hacking even to attempt. reyalp said the same about this exact idea (lens staying out on shutdown) in https://chdk.setepontos.com/d/7671.
The reason is simple: the lens retract on power-off is Canon firmware behaviour, and CHDK doesn't provide any control over lens motor movement. What CHDK can do is stop the camera from powering down on its own — a script combined with the "Disable LCD Off" setting keeps an idle camera awake indefinitely (see https://chdk.setepontos.com/d/4496), so the lens simply never gets a reason to retract.
If your goal is an always-extended lens for a fixed setup, note from that same thread that physically forcing the lens triggers a "Lens error, restart the camera" shutdown, so gluing or blocking it is not a workaround — Canon firmware detects the obstruction.
