As far as I know, You can stamp your visa from any country....but the thing is that you need to inform the counsulate office of that country that because of the official reason you have to travel that country and have to stamp the visa to re-enter the US. Then they will let you know weahter they will grant you the permission to apply for the visa. But its always safe to go to Nepal, apply for the visa and then go to other country for your offical purpose.

Good Luck