How can I file mental harassment complaint against an agency?

I have applied for US J1 program in a trusted agency, 4 of my friends have gone to US though this agency, that's why i applied for the same. But just few days before my visa interview they made changes in my dates of joining and not updated me, so when i attend the interview, Client asked me about changes and i was unaware of changes, i could not answer the questions i got my visa denied. I informed agency they took objection on me about information, agency said we informed you about it in mail you must have deleted it. So i visited agency and late them check through my mail ID still not able to find the mail from agency. Even after checking they still blamed me for the same. Its been 9 months since filling the J1 FORM IN AGENCY AND THEY DELAYED ME TWICE i have a huge lone of about 5 lakhs applying interest amount for no reason can't handle this financial and mental harassment any more Can take this case to consumer court ?