get a H4 visa in Mexico?

Hi,

I want to get a H4 visa in Mexico for my travel to China in December. but I have never been there and never done this kind
of things before. I don't know how much risk I will take if I get a H4 visa in China. I have changed many different visas status in USA
from F2 to F1 to H1 to H4.

Is there anyone who have gotten a H4 visa in Mexico recently?
Can you share your experience with me? Also can you let me how to do that. Thanks