Before the morning reading of Megillat Esther, the reader says 3 brachot including Shehechyanu (according to Ashkenazic practice). This applies, to some degree, and in some way to that morning's reading -- see here for discussion. Therefore, as long as I hear the entire megillah, that bracha is not in vain. But I am supposed to have in mind the mitzvot of the day-time (Se'udah, Matanot l'Evyonim and Mishlo'ach Manot).
First, and of lesser importance is whether that bracha can "cover" acts I already did in the morning (if I gave someone Manot on my way IN to shul).
Second, and more importantly, what if, after having that intention, I never do those three mitzvot? The bracha is not in vain because I "used" it to cover the Megillah reading, but my intention was to "use" it for a mitzvah that I never fulfill. Is the bracha, in any sense therefore, levatala?
Bonus follow up -- if there is a possibility that I won't end up fulfilling the Mitzvah, should I NOT have it in mind at the Megillah reading, and, if the opportunity ends up arising for fulfilling it, say another Shehechyanu later in the day when the situation comes up? (IOW, in order to avoid the problem, shouldn't I just make separate brachot as each Mitzvah is done?)