FYI

did the VO ask about the J1 2-year requirement in your F1 interview?
Yes. Just emphazie that you understand that even if changed to F1, the two-year requirement still applies to you. They will print out "2-year residence requirement applied" in you F1 visa.

did you keep your I-94 when going to mexico?
Yes. If you get F1, you need change to a new I-94 on the boarder

when you were back from mexico to US?
Right after I got my VISA.

did you use your old I-94 and DS2019 or did you use the first of the two entries in your new F1 visa?
The first of the new F1 visa.