H4 visa - spouse has different state of residence in India than principal H1 visa holder

I am H1 visa holder and working in US for last 1.5 years. I am planning to apply my spouse visa under H4 category right after marriage which is planned in december. She has state of residence is Utter Pradesh/Rajasthan and same is in her passport too and my state of residence is Madhya Pradesh. I am not changing her last name and address in her Indian passport because we do not have sufficient time after marriage and we are directly planning for H4 visa application.

I want to know which counslate I should apply my spouse H4 visa whether it should be applied in New Delhi US counslate OR Mumbai US counslate.

Please let me know the right US counslate I should apply for.