Can apply H4 OUTSIDE of US

After using EAD you lose any non-immigration status (F1, F2, H1, H4, etc). You can apply such non-immigration status outside of US. However your immigration intention is already evident and your new application will be denied simply. This is the reason why people still keep their non-immigration status even their 140 is approved and 485 is still pending. If your 140 is not approved just do not think to use EAD. If doing so you will be out of status when your 140 is denied (140 gets denied at much high rate than 485).