H4 to H1-B Visa stamping @ Mexico

[vngsj]

Hi,

I entered US with H4 visa and changed my status to H1-B here.
I want to do H1-B visa stamping at Mexico.
Are there any issues if I do stamping at Mexico?
(Or) Do I need to go back to my home country (India) to do the H1-B stamping?

Please advise me.

Thanks,
Vngsj.