Change of consulate after reciving I-797

I got approved I-797C. I am currently at Calcutta (India). In the I-797C Consulate name is mentioned as Chennai.

My question is…

I want to go to US consulate at Calcutta for my H1B stamping. Do I need to get it changed in I-797. Do I need an amendment for this ?

What should be a safe approach in this case ?

You can go to Kolkatta even though your 797 says Chennai. No amendment required.