I went through a very similar experience with my now ex-wife, who was from Nayarit, Mexico.
The process was L O N G, thoroughly mired in red-tape, and embarrassing interviews.
One time we received a letter in the mail telling us that we had to arrive at date X for some such thing I don't even remember, an interview or some more paperwork, and in this letter was a warning that if we did not show up it would either greatly slow down the whole process or stop it altogether.
The date we were supposed to arrive in Phoenix for this appointment had already passed by the time we got the letter.
I may be misremembering (my memory is shot) but I believe we had to pay to get the appointment rescheduled.
Never got that particular stupidity but it wouldn't surprise me one bit if they did something like that.
I didn't find the interviews embarrassing, though. The first bitch didn't really ask us much of anything. The only real interview we had was their fraud interview and after that they seemed much more reasonable--we must have done well despite their mistakes. (I was asked "what does she usually wear at night", she was asked "what did you wear last night". Oops--we stayed over at my parents house that night and wore more than usual. There was another where we were asked slightly different versions of a question that changed the answer but it's eluding me at present. There was also "What brand of TV do you have". I told them her answer was going to be "I don't know" but they wouldn't believe me. The TV predated our relationship, the brand was written in pretty small letters, without her glasses she would have to bend in close to read it, with her glasses she wouldn't be able to read it at all {to get it clear she would be far enough away it was too small for her to read} and she didn't know US brands at the time, she probably wouldn't have recognized it for a brand had by some chance she read it. Those are only the ones we caught in talking about it afterwards, there might have been more.)