I don't think you will have any problem, but many of my friends who had similar situation as yours went to Mexico and got their H1B visa stamped. I am not exactly sure why many people prefer going to Mexico over Nepal for visa stamping, but I would guess it is easier to get visa stamped in Mexico and if there is a problem at the Consulate or at the entry point, or if they demand more paper work, you can promptly contact your company lawyer or immigration attorney and straighten out the case. Anyways, Good Luck to you.

-HF