How to marriage with my father's sister's daughter

From your narration I conclude that the fact that your marriage is registered under the Hindu Marriages Act, 1955 is not known to the Embassy. If so, it would be enough if you make the Embassy know the fact of registration of your marriage. I feel the Embassy has acted based on half information or rather mis-information. You are not sapindas.

The Embassy is not concerned with whether your sapindas or not. They are concerned with only whether yours is a valid marriage or not. As it is registered it is a valid marriage.

In India you can not marry daughter of your Father's younger sister . It comes under prohibited relationship to whom one can not marry .