Querist,
the first thing you should boot with is that its a basic principle of law that all crime is local, and every crime is to be tried by court in whose local jurisdiction it happened, as you have said you and your wife last resided in delhi only, only delhi courts have the jurisdiction, if she made the complaint in UP, the same should have been transferred to delhi Police, after registering a Zero FIR (as Police cant refuse FIR) for investigation, The practise adopted in your case as to filing cases in other states to torture & agonize the husband & family, has been frowned upon by Courts in a variety of judgments.
Anticipatory Bail can be obtained in Delhi High Court too, as the offence has been committed here.
In UP there is no AB - but the practise of same day bail is there, in which a notional surrender is done in the court, and the court releases the person on bail in exercise of its powers u/s 482 Crpc. But a very strong case on merits needs to be made out for that.
Rest has to be gathered from the facts of the case.