F2-F1-AOS-H1問題, 懇請863211和pjiang大老師回答

I am currently working using EAD (EB2 I485 pending based on my Hu*****and's application, he has no job right now). I entered US with F2 in 2001 and changed stutas into F1 in 2002, and became AOS since using EAD working from 2008.
Q 1: now my H1 is approved without I94, can I go to a third country like Mexico to activate H1 visa?
Q 2: If I have to go back to China to get H1 visa, then is there any risk since I never go back China.

Please help do some analysis on my situation.

Thanks a lot in advance,

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