Consultancy

Hello, I went for a job abroad interview which happened in a consultancy and after getting selected, the consultancy asked for 1 month salary of my future company which was 6000 AED, approximately 1.5L which I paid. I paid then as I thought I can payout myself from current company as my notice period was 90 days. But my current company denied my payout request. I explained my situation and moreover my wife is pregnant with twins and recently doctor said we can expect delivery in May, so I told the company my situation and the consultancy is not providing me any refund, not even a partial refund. No Visa process has started, they haven't spent anything for me, all they did was arrange first round of interview with the abroad company. The second and third round was online and I did it from home. It was not just me but also other candidates who did attend the interview. I explained my situation and asked refund atleast by cutting 20-30%. But now they are denying full refund. I have the online payment receipt in the company name and my credit card statement with the company name, I haven't signed anything. I have WhatsApp chats as proof and nothing else. They haven't invested anything for me and then denying refund for no reason. What can be done in this case? Please advise, 1.5L is a huge amount.