This is not the right or legitimate way to do it. Go to the country where you are applying from. If you are going to Vietnam why not apply from Vietnam.
You don't have to apply in your home country. You should be able to apply in neigboring countries. I have a PH passport. I applied and got approved in Laos. Suggesting that you have to go back to the US can cost both a lot of time, money and effort which in my opinion is not worth it.
i already got a stamp in with the DTV. Can you clarify if exiting is still needed? So far nothing in this forum talks about this, just a certification to cancel.