F1 stamping while on CPT

Hi ,

I am on F1,CPT and looking to travel india end of this year. I need some advise I got CPT after a 1 month of joining college and this is my 1st masters. I moved from L2 To F1 and working on fulltime CPT . i dont know if its risky to travel to India for stamping or should i consider travelling Cananda or Mexico ( Not sure if thats option or not ) and get the stamping done from there.

Also, what are the documents i’ll need to show at the consulate for the stamping. Appericate you help !!