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Yes, it is an option. People with valid status but without a valid visa routinely travel from the US to Mexico or Canada to get new visas. The trick is to make sure you're planning to be in Belgium for a long enough time to get the visa issued. If you're near a US consulate in Canada or Mexico, it might be worth comparing the processing times, since such applications will be more common in Canada and Mexico than in Belgium. But doing it in Belgium is definitely an option.