Apply for F1 in third country

So I’m a citizen of EU country A but live in EU country B. I would like to apply for an F1 visa in country B. Almost all of my permanent ties are to country A, however.

I heard that it’s risky to apply in a third country like this. Can anyone confirm this? Might it be worth to take up with travel restrictions/covid tests just to apply for the visa in the country of citizenship?