I need some help about traveling to get my H4. I am currently studying and working in the USA on F-1 (valid until 2019) and have my OPT EAD card which expires soon (June). My spouse has a H1-B visa with an approved I-140. I did not get my own H1-B this time (or the last 2 times) so I am having to leave my job and convert to H-4. My question is, can I do this change of status to H-4 from my current F-1 in Canada or Costa Rica or any other nearby country? I have never had any other visa than F-1. I know that I can do this in India but the appointment wait times are long. I know that I can also get this sitting in the US itself but the H4 COS takes more than 3-4 months! I know that Mexico does not allow this due to some rules, similarly also not possible in Jamaica and Bermuda. Any opinions?