I don't know the answers, but I'm interested to find out how your questions turn out.
I just looked up embassy
to find out what they do, so it turns out I'll suggest you contact the consulates of the different countries to ask them.. unless you live near Washington, d.c. and then I'd call the embassies there, or drop in. Otherwise I'd write or go to consulates. Here's the link explaining the difference between the two words:
For example, if you want to find the nearest Japanese consulate - here's a link to Japanese consulates in the US:
Embassy and Consulates of Japan in the United States