美国国务院不承认去第三国的时间可以算作是J-1豁免，所以你必须要从中国拿豁免。

Question Concerning Exchange Visitors who do not return home but move to
another country, i.e. Canada.

Q. For example, if the EV from country X completes the J program in the US, but instead of returning home to country X, moves to another country Y, i.e. Canada, and acquires landed immigrant status there, can the EV fulfill the two
-year foreign residence requirement in Canada?

A. No. The country which was your country of legal permanent residence at the time you received your J-1 status is the country to which you must return to fulfill the two-year foreign residence requirement.

http://www.tnvisabulletin.com/storage/DOS%20J-1%20Waiver%20FAQ.pdf