If you have H1B visa but don't have H1B visa stamped on your PP (which you need to have while coming back and the one which you have H1B approval I94 that you can not use as VISA. In the approval it clearly says “This form is not a visa nor may it be used in place of a visa that means you need to have stamped on your PP) then go to nearest country (people have started going to Bahamas to get stamped on there PP) so that you don't need not worry while coming back. Else you will have to go to US embassy to get stamped which most of us try to avoid the tension (you never know whether you are going to get stamped or not!) If I were in your place I would go to Bahamas and get H1B stamped on my PP and go to Nepal just to avoid the tension of going to US embassy which….I would not want to take a chance of rejection.