How this game is denoted as French Advanced Variation? I had started playing this game with Scandinavian Defense opening. How it is been denoted as French Advanced variation as of 3rd move. Please refer to the attached screen-shot.
I apologize for posting a comment as an answer, but this is the only way for me to include diagrams, which I find helpful.

You have entered Advanced French defense by transposition. 

After 1.e4 d5 2. e5 e6 3.d4 we get the following position:

[StartFlipped "0"]
[fen "rnbqkbnr/ppp2ppp/4p3/3pP3/3P4/8/PPP2PPP/RNBQKBNR b KQkq - 0 3"]


The usual way of reaching the above position is with 1.e4 e6 2. d4 d5 3. e5

[StartFlipped "0"]
[fen "rnbqkbnr/ppp2ppp/4p3/3pP3/3P4/8/PPP2PPP/RNBQKBNR b KQkq - 0 3"]


Lichess was smart enough to figure this out.