Is it a problem if PA interview is scheduled in a different city?

I couldn’t get a date in December at Chennai consulate for H1B stamping. So, my company got the interview scheduled at Delhi as it is an urgent requirement. Will that be a problem? Also, can I say the VO that I am attending in Delhi only because I couldn’t get dates in Chennai and because the requirement is urgent (which is the honest explanation)?

No problem. Do not worry unnecessarily.

It is perfectly allright to give Interview at Delhi.

You will not be asked about it. But if at all in unlikely case of you being asked about it, it will be a harmless question. Answer it truthfully without any fear