But, It clearly mentions in the HIB approval notice that I can only get H1B visa only if I go out of country and get it. It also says that it is not guaranteed though.

My case would be little different since change of status is not approved. So, currently, I am not in H1 status. So, I don't think I can transfer employees and get the H1 B.

Now I am considering to go to Nepal or Canada. But, I am not being able to decide the country for the visa stamp.

I have an appointment with my lawyer tomorrow. Let's see what he recommend.