You set a tiny bitrate of 2500, this is a constraint the encoder will always adhere, and you used the wrong parameter format in the video encoder settings, so you got garbage as output.
You also forgot to set full color space. Without this, it's not really lossless.
With these settings I achieve lossless with nvenc_hevc, as long as the bitrate doesn't exceed 2.2 gbyte/s. The bitrate is dynamically adapted to the content and goes right down to below 100 kbit/s if you just record blank space. The fps is constant according to MediaInfo.
I used color format i444 and color range full and compared a direct screenshot with an exported image from the video with an image editor: They are identical.
But more sense will make encoding settings similar to "Indistinguishable quality, large file size" in h.264 simple output mode, which you achieve with video encoder settings like "rc=vbr cq=24" instead of the above. As bitrate, use 100000. The encoder will use constant quality of 24 (VBR-CQ is similar to the CRF rate control of the x264 encoder) with a variable bitrate but not exceed 100000 Kbps. According to my research about hevc, a constant quality parameter of 24 or lower cannot be distinguished from the original material by the human eye.