Habeus corpus

It appears that your wife is with you only and has not been taken away by her parents.

Therefore you can seek protection from police if there is threat persisting on this issue.

A habeas corpus petition is filed to challenge the legality of a person's detention or imprisonment.

A habeas corpus petition requires a court to order a public official to bring a detained person to court and explain why they are being held. The court will then examine the legality of the detention and decide whether the person should be released.

Is there any such issue in your case?

What if police resist to give protection? 

You can file a petition before judicial magistrate court seeking direction to concerned police to give you protection or approach high court with a petition under section 482 cr.p.c seeking direction to police for protection.