Your query is self confusing;
1. If your wife has filed a case before Haryana police and either or both of you live in Haryana then Haryana police seizes jurisdiction to arrest as per their Guidelines / procedures.Now if wither of you donot live within State jurisdiction then as per arreyed memo address supplied to Haryana State police the team will go to another State wherever the address is located and produce arrest memo to jurisdiction police and make an arrest.
2. In inter-State arrest cases the procedure followed is in accordance with the law as laid in S. 80 of the CrPC, where a person arrested must be produced before the executive magistrate or the state police within whose jurisdiction the arrest was made, unless the court which issued the warrant is within 30 kilometres of the place of arrest.
3. Technically Gurgaon is NCR / NCT of Delhi and team from Gurgaon jurisdiction police can make arrest of one of you who is found to be in Delhi and can bring one of you back straight to executive Magistrate Court in Gurgaon.
4. Address change now is a too hurried a thought when in your last query you said to us that Haryana Police says in 2-3 days arrest will take place !. However the riddle presented here in this query will greatly gets person changing address in getting AB from Delhi. If both change address and take Lord Hanuman's leap and get AB from one of the District Courts in Delhi today then you have achieved something is all that can be said in NCR / NCT cases of stated nature. Later you can get regular Bail. But right now immediate arrest is saved from by getting AB from Delhi showing your address to be of Delhii and this being NCR / NCT case as worth a try.