Dropbox & 221g question - Different Consulate Location

Hello,

I have scheduled my dropbox at the Delhi location (due to the lack of appointments elsewhere). I will be heading to Bangalore and Chennai afterwards.

In case there is 221g issued for Interview or Fingerprinting, do I have to go back to Delhi or can I present myself in the Chennai consulate?

Any info is appreciated.

Thank You,
-Bhaskar