VISA stamping location change as per state/region


I am currently in US and planning to go to India on vacation. As i need stamping for my H1B visa, can i schedule my interview in Chennai? I am from Orissa state. When i use the scheduling website, the location is defaulted to Hyderabad when i select the state of residence as Orissa. I heard that there is an exemption for applicants travelling from US with respect to location. Is it true?

Can i select state as West Bengal and schedule interview in Kolkata. My DS160 will have orissa address. Please suggest.