How can I change the visa interview location in DS-260?

The fact is that you will be scheduled for an interview in an available consulate in your country. Avoid searching for locations particularly in another country which is not yours and where you do not reside, such a choice is not likely to be granted.

Most locations are closed-transferring a file to a place where you were not resident is difficult. You can ask the NVC or file an I-824 but the latter procedure is slow and the former may not work. You can also ask the consulate you want to go to accept and they can ask for the file.

Currently, there are no regular consular interviews; only emergency cases. To change an interview location, one must contact the desired post and request that they accept jurisdiction.

Once you file your DS-260 based on the appointed location by the NVC, it is difficult to change unless you have a work visa or birth in another country or some other extraordinary situation. You may try e-mailing the embassy outside of your home country requesting the change but there is no guarantee that the interview location will be changed.

Most consulates are closed everywhere. It depends on where your file is what the procedure involves. You would need to get the permission of the consulate you want to change to in any case.

Yes, you can request an interview elsewhere.

Unless you change your country of residence, it will not be possible to change consular offices for your immigrant visa interview due to COVID-19.

You may contact the National Visa Center and see if it is possible to transfer your case at this stage. Note, however, a general rule is that you process in 1) country to nationality; or 2) country of permanent residence. In most cases, one cannot simply pick a consulate out of choice/convenience.