I know "where" to fill it out. The issue is in Vietnam and China thier passport is different than our. Example... most countries the order of name is [first],[middle],[last].
In some Asian countries thier passport looks like [last],[middle], [first].
So the issue arises when you try to tell them you want the name to be [first], [middle], [last]... but the embassy knows that isn't how the naming convention in their country. So often times thier visa will have thier middle name before thier first name as that is how they do it.. but when they come to the USA or any western country then it isnt correct because thier middle name will be listed first on thier identification and paperwork on any form that has a section for middle names.. thier first name would be in the middle name spot. It is an issue only specific countries face.
So for example. My fiances name is Quỳnh Anh Thi Nguyen.
But her passport is listed as Nguyen Thi Quỳnh Anh. Nguyen being her surname, Thi being her middle, and Quỳnh Anh being her first. So if the embassy goes by how it is on her passport .. then on all her paperwork and on visa it will say surname [Nguyen] first name [Thi] middle name [Quỳnh Anh]. Which is incorrect.
I guess it depends if they go by the passport.. or by how you put it on the ds160. Some people have said they refer to passport, others have said they went by the ds160 only. So no one has a definitive answer.