From H-4 to F-1, Now plan to go back China?

Originally, my husband is H-1B, and I am H-4. Half year ago, I changed my status from H-4 to F-1. Now, we are plannging go back China and got so many questions about it.

1.是不是我必须回国签证,不能去第三国签. 因为我是在美国转的身份(H4 to F1),而不是当初到美国持的F-1身份?

2.我们能预约到同一天,同时一起签证吗? 是大家见一个签证官还是每个人分别见一个签证官?