Where can I get the my visa?
I got the I539 (B2 to J2) approval in USA.
Where can I get the J2 visa in my passport? Just in my country? (Israel).
Do I have another options?
A change of status from B to J does not require a visa to remain in the US. Travel out of the US will require obtaining a visa to return to the US and be admitted in J status. Home country has visa jurisdiction.
If you are currently in the United States and USCIS issued an I-797 approval for J-2 status, you do not need to immediately depart the U.S. to obtain the J-2 visa. You can schedule the J-2 visa appointment when visiting family or friends in Israel. If you visit another nation (other than your home country), you may be eligible to apply for the J-2 visa as a third-country national.