1. I-485 submssion doesn't void your F-1. You can be F1 and AOS simultaneously. BUT
2. Once you use EAD/AP, you give up F-1 and have to use EAD to work. You are only AOS. Once you I-485 is rejected, you lost your legal status completely.
3. The school doesn't know that how you come back with AP. So if you don't tell them, they will still keep you as F-1. But later, you might have tough time dealing with INS if they are careful enough with you continous legal status. If the officer who deal with your case later is strict, you will be deemed illegally here after I-485 is denied. If he didn't pay enough attention and only look at your I-20 for that, you might get away from that.
4. It is EXTREMELY dangerous for you to go back to China for visa. You are highly likely to lose your chance of coming back. You have to seriously think about the consequence before you leave. If you don't mind giving up your degree, you could. Otherwise, don't go.
5. As for Mexica visa, I heard someone who had case like yours got her visa in Mexico. I don't know her personally. But it is also very risky in this kind of situation. The officer just wasn't too careful. When you fill in the form, you have to put yes to the question asking you whether you have applied for immigration. Then there is almost no chance for you to get F-1 visa which can't have immigration intention.
I think that you already have problem with your legal status here since your I-485 is denied after you gave up your F-1 by entering with AP. So now it is not the time to think about going back to China. You have to consider how to make up for that illegal status first. Suggestions:
1. If you can fix the marriage, re-appeal to the I-485 denial. That is the best for you.
2. If you really can't fix the marriage, try to convince your hubby to help you if he could.
3. If none of these is possible, stay here and finish your degree ASAP. Once you get your degree, you can leave US if you have to. If you can stay in US by some means, that would be wonderful. But the bottom line is that, don't leave US empty-handed. Now if you go back to China and re-apply for visa, you might lose everything that you have been working on since you came here.
It is just my personal opinion. For your reference only.
Good luck.