H-1 Multiple Rejected

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I came here on F-1 visa for my Masters. I completed my course requirements and took up a job without getting my degree. So I got transferred to H-1 status. Recently I went to Mexico to get my H-1 multiple but they rejected me on Section 221(g) saying that my "Diploma is Pending". I need to go to India next month. It is kind of an emergency. Would I have problems if I go india with a reject already from Mexico. Will they ask for my Masters Degree in India. I cannot consult much on this with my lawyer as he is new to this H-1 and Green Card Process. Please advice me if it is ok to go to india or safer to stay back. I really appreciate any help on this.
 
No Title

About a year ago, my friend (who did not get his degree) went
to India and came back without any problems. I was expecting
atleast something to happen, but he said, no one cared.

Make sure you have employement letter and a letter from
your school saying that you have finished all the degree
requirements
 
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