I will point out couple of things that I can answer to the best of my knowledge...

You can simply email US Embassy in KTM and request for PIMS update. For that you don't have to file DS-160 or get interview date. Make sure to attach the scan copy of your H1B approval notice with it.

The documents required during H4 is no different than H1. Its the same set of documents plus few extra like marriage certificates and maybe pictures of marriage and any others that supports that he/she is a spouse or dependent of the H1b beneficiary.

The easy way to remember what documents for H1B - all that was used during H1B application. Take the whole packets. And replace old pay-stubs with current ones.

@Haina ho Serey --
I beg your pardon, but what are the conditions that you MUST go to Nepal for H1B stamping? Can't it be done from here itself?
Your question is confusing. H1B stamping is a fancy word for applying and getting VISA so that you can re-enter the country. you MUST go for VISA interview -
1.) If you did your H1B application with consular processing. You do this if person is outside of US. Person usually in US do change of status. I have never seen anyone do consular processing while in US. When you do consular processing your are basically telling that you will appear for VISA interview to enter the country.
2.) Your change of status was declined while filing H1B. I have seen few people who had to go and get VISA although their H1b was approved.
Other than this, I don't see the need for VISA stamping as long as your are in US and maintain your status.

Also, what happens if one's F1 has already expired?
This question is insufficient. To simply answer the way it is portrayed, then you will be out of status. There is a difference between a status and a VISA. Your status gets you legal right to stay in the united states. for F1, this is governed by your I-20. You should never had a expired I-20 unless you are in other valid status.

Hope this helps !!!!!