Get the license (NCLEX) for the states that don't need CGFNS. I know CA, NM don't need CGNFS. They require just NCLEX. If you go the website of Nursing board of those states, you will find the way to start. Don't worry about the sponsorship. You will get that easily once you get your license. If I am not wrong, you also have to pass IELTS (overall band 6.5 being 7.0 on listening). I would suggest to focus on NCLEX first.

FYI, you don't need H1B. They will sponsor directly green card.