Go outside the states

You are out of status immediately after your I140 is rejected, hence your I485 and EAD expire as the result.

That's the reason why you can't change your status inside the States.

But you can leave as soon as possible, and apply H4 using your spouse's valid H1. Then you can file H1 inside the States.

Don't panic,my friend's wife got the same situation. She left for China immediately and got her H4 again. The problem for her is she can't work under H4.