How to avoid flour lumps in the sponge cake?
Always fold, gently, by hand.  The more delicate the ingredient, the more critical it is; few culinary ingredients are as delicate as beaten egg whites.

The flour (you're using bleached cake flour, aren't you?) should be added in stages (about 1/4 to 1/2 cup at a time), preferably via a sifter.  Incorporate just to the point where the flour is mostly evenly dispersed and is wetted.  When transferring to the baking dish, keep an eye out for any unwetted or clumps and gently mix them in.

In addition, I always fold in all ingredients to beaten egg whites and would recommend you do the same when adding the yolk mixture.  You need fold just until it's mostly dispersed as you will be further folding when you add the flour.

If you are still having problems, you could try adding cream of tartar to the whites when beating to help stabilize them.  I don't use it generally myself, but 1/4 tsp should do the trick.