I apologize to bother you but I request you to help me.
Can I file a change of status to other non-immigrant status without my H4 document?
As I mentioned previously that I have i20 for masters programme. Should I talk to attorny regarding this issue. Please let me know.
I am grateful to you and Thank's a lot for helping me with all my querys.
Will never come up again with the same query.

You need at least one document to prove that your H-4 is current. This is why you need to go to her house and get it or if it's no longer there, you have evidence that it's not there by filing police report.

If you are uncertain about the procedures, retain an attorney.