Change in visa status from H4 to F1

[Puran]

Hi,

I recently got admitted for MS course at a US university.

I am currently in the US on H4 status and now looking to get my status changed from H4 dependent to F1 student.
I am planing to change the visa status by crossing the border at Matamoros Mexico.

Somebody mentioned to me that they no longer change the visa status @ Matamoros Mexico consulate.
Can anyone kindly confirm if this is true? Can we still get the visa status changed at Matamoros?

If we cannot, what is the best option available to get my visa status changed to F1 in the least duration (asap) and minimum expenses.

Pl let me know at the earliest

Thanks
Sud