Yes, Absolutely you can go to Canada or Mexico BUT Department of Homeland Security Suggests going to your HOME country for Visa Related issues..They say that because Consular in Mexico or Canada doesn't have much Idea about Nepal and sometimes they'll deny you and say "You've to go to your home country". If that happens then you can't even enter United States and you'll have to go to Nepal from Canada or Mexico and then visit US Embassy in Kathmandu. At that point, your case would look even worst because now the US Embassy in Nepal will question you why did you go to Canada or Mexico ?

Well these are just assumptions ! I hope it doesn't happen to you but in the worst case scenario that might happen.

If i were you, I would join a reputed University, study a Semester, maintain good GPA and then go to Nepal for renewing Visa. That will definitely look good and you'll have no problem at all.