H1b approved but change of status denied

I came to usa on f1 and currently on stem OPT till june 2019 and f1 stamping valid till november 2019.
I came to know My H1B got approved on dec26,2018 till feb15,2019.
But change of status from f1 to h1b denied

What is my current status?
Is my opt status still active if revoke h1b?
Or do i need to go visa stamp in india
Is there any chance to go Mexico( I heard change of status not accepting in mexico) also my approval notice shows my stamping location is hyderabad consulate
So do i need to go hyderabad location only?