Lawyers denying filing case at parental resident area

Hello, I was married in Chennai. And I am from Bhopal Madhya Pradesh. I want to file domestic violence , dowry case and also a case of fraudulently doing marriage with me against my husband and in laws . In Chennai police is not filing my FIR. So I thought of filing these cases at my parental area. But here also police saying they can not file case. I went to a few lawyers in bhopal, they also giving suggestion to file FIR in Chennai. In such delimma what should I do? Please suggest me. Any lawyer in MP who can help me please contact me.