Once you leave North America, you will need a visa stamp to re-enter US. So whatever status you change inside USA doesn't matter and won't get you a visa stamp, and you need to get visa stamp outside the US.
Since your only visa stamp is B, (you never got F-1 visa stamp), you will need to get visa stamp in China.
Since your only visa stamp is B, (you never got F-1 visa stamp), you will need to get visa stamp in China.