Change of location - Amendment

My current employer A did not file amendment for change of location for me.I moved from NY to IL in August 2015.Employer B applied for H1B transfer for me. I got H1B transfer approved but extension has been denied and I have received I797B to go for consular processing.
Will there be a problem for me at the consulate?
Did anyone go to consular processing in similar situation or Can I cross the border and get new i94?