I had the same situation as yours. When you file H-1B (plesase note this new H-1B, not H-1B transfer), you should write your current visa status H-1/F-2, and states your F-2 pending in your cover letter. I suggest you use premium processing because the officers in premium processing dept have more experience, I assumed.
My result is that my F-2 approved one day before H-1B approval. I think the experienced USCIS officer purposely and skillfully did so. The H-1B premium processing triggered the F-2 processing, I guess. This is very important that you should get F-2 approved before H-1B approved.Otherwise, you will have to argue with USCIS or submit another H-1B application based on the Last Action Rule.