Will it be a problem for a Russian citizen to apply for a US non-immigrant visa in Beijing while illegally employed in China?

I would like to have my Russian girlfriend come visit me in San Francisco on a B-2 visa. She is currently working in Beijing, China as an English teacher. However, she received her employment through some type of agency (that basically finds internationals jobs in China and takes a cut of their paycheck in return) and the agency did not get her a work visa. Instead, she is on a business visa, being paid "under the table" it seems (they do a direct deposit onto her Chinese credit card - she doesn't get a pay slip).

When the officials at the U.S. embassy ask her about what will make her return to China after being in the U.S., is it safe for her to bring up her job, even though she is technically working illegally in the country? Further, would proof of being paid be enough to show employment? She doubts the company will give her an official letter of employment since that could get them in trouble.

(On a side note: would she do better going back to Russia and applying for a visa there? The problem I see with that is that while she has family in Russia, she has no job there.)