Lightroom provides the option of exporting images into other editing programs (like Photoshop).
You can set up how the mages are exported in Lightroom's preference panel. I have always exported images as PSD (into Photoshop) and use ProPhoto as the color space.
However I have read recently that Adobe may limit support for PSD files in future in favor of the more universal TIFF option. Please note that I have not read that you will not be able to open, use or edit PSD files
How do other export images into editing programs from Lightroom?
All the best