F1 to H4 (Visa stamping vs COS)

[unknownuser1 0]

Hello,
I am from India, currently on H1B visa in the US (I-140 filed and approved). My fiancee is from Poland. She came to the US in 2014 on J1 Visa and in 2016 we changed her status to F1. We moved in together in 2016 (in a relationship from 2015) and have been living together from then. Now we are ready to take the next big step and get married. We are planning to do a simple court marriage in November with just two us and 2-3 close friends.

With the research I did online I was able to find out that there are two ways to get her H4.
1. Visa stamping in Poland (preferred by us personally): After marriage during Christmas we go to Poland which will allow us to spend some time with her family and take an H4 Visa appointment there.
2. I-539 Change of Status (convenient): After the marriage, we can file for the change of status from F1 to H4 just like we did from F1 to J1 earlier with the required paperwork.

We have the following questions:
1. Is option 1 feasible or am I missing some legal details?
2. Which one is the more preferred way to do this or is it a personal preference. One of my concern is that if we do visa stamping in Poland and for some reason, it gets denied then she will have no way to come back to the US since she doesn't have F1 visa stamp on her passport. With the change of status, we have a safety net of remaining in the US on F1 till our green card gets done.
3. For H4 do we need to show proof of relationship which leads to marriage or just proof of marriage? If we need proof of relationship, our relationship existed way before we filed for J1 to F1. Should we show proof of that in our application since the F1 visa is non-immigrant and a relationship might be seen as an intent?

Please advice.

Thanks.