H4 - I94 last name different

[Raj57]

The name on my passport is JAYASHREE MITRA. I got married and came here with Jayshree Mitra on my H4 visa. Then we applied for an extension and I used my husbands last hame for the extension so the I-797 now has my name as JAYASHREE DEY.
Now we are planning to visit India and we were thinking of getting our visa's stamped in Mexico. We would like to know if it would create a problem for me in getting the visa stamped in Mexico.

Thanks in advance

Jayashree