1) your fiancee can lodge complaint with state commission of women that she is in love with you and want to marry you but her parents are threatening to kill her , you andd your would be in laws
2) she should also lodge police complaint against her parents of criminal intimidation under section 506 of IPC
3) you both can go to Arya samaj in your city and get married in presence of witnesses
4)The procedure of Arya Samaj marriage is very simple and easy as both wedding couples just need to produce genuine documents/certificates like birth Certificate and residential certificates, a simple affidavit and a few photographs. A certificate is provided by the Arya Samaj Mandir. On this certificate, the married couple can also register his marriage in marriage registration office