Will I lose ameture status even if I teach a group class and don't get paid?

No, as long as you don't except money for teaching you're status is fine.

I suggest you check with your governing body. They may have a rule prohibiting it even though you're not paid

Also, be aware that rules differ by governing body. If you are in the US, you will need to check both USABDA (http://usabda.org/dancesport_competitors/rules-policies-bylaws/index.cfm) and the NDCA (http://www.ndca.org/info.cfm?showsection=info&showsubsection=rules&cfid=15150422&cftoken=19264519).

It used to be that even being a volunteer "dance dummy" who did nothing but dance with a teacher during a group class -- who didn't even actually teach -- was enough to get you declared a professional. So, do check the rules carefully.