well, i dont know why people get scared of going back to nepal to get H1B stamp. actually it is lot easier there than we think from here. i did that and so many people that i know did that. i also had gap and went back to nepal, stayed home and got stamped at us embassy. no problem at all. no one applying for H1B had any problem the day i took my interview.
anyways, since she did not do that and worked while on F2, it can be a problem now. however, what i wwould do is, i would not take pay stub of those months with me and her employer can also help her by writing a memo for her to present at embassy. a lot of people work on paycheck while on f1, so i am guessing this is similar situation. she was never out of status, so this should nto be problem.