I started job through one of the desi consultancy four months ago and my OPT is ending soon so after thinking for a while and due to my personal reason i want to leave the job. so what is the process and how should i inform my consultancy ,there is one vendor too. What can i do if they hold my last month pay btw i signed one contract document with desi consultancy when i start the job. please need advice from people who already are in this situation.

Feel for your trouble,I have no answers but wanted to keep your thread alive. What about explaining your reasons to the consultancy , it all depends on your reasons, your consultancy people and how to u explain it, I think .

its not a big of a problem. i had the similar situation. Just tell your vendor or the project manager that you have a situation (more likely family situation) and you have to leave. they will ask you to contact you consultancy. tell them the same and give 15 day notice to both vendor and consultancy.
if you read the contract, it says that you can leave the job anytime with a 15 day notice. they will not and cannot hold your pay.

IF YOU GOT TO GO
YOU GOT TO GO.