OPT change to H-4 Questions?

I got problem with my PI, and she refused to sponsor my H1B, I have to change my visa to H-4. Any one has any information about this transfer? How long it takes to get this visa? and what kind of materials needed? Do I need to go back to China for interview or can I go to mexico for interview?
waiting for answers online now.
Thank you very much for your any information.