I have been here for almost 9 years, finished my masters and got employed through a consultancy. I have been working for last 7 years as a programmer but no luck with H1-GC route. So, currently I work for a big company thru consultancy. Recently, consultancy processed my H1 petition. USCIS requested for RFEs and the lawyer working for the consultancy sent documents. But my h1 got denied because the company(not the consultancy) i work for forgot to sign the document/missed signature that stated I am working for them (acc. to the lawyer). H1 got denied and neither the lawyer nor consultancy informed me back about the denial. By the time checked my status myself, I found out that I have been out of status for 15 days already and asked them why I was not informed. Now, the lawyer says that it was because of the company I work for had no signature on the paper. I have been out of status now and the lawyer has been working out and now have sent the signed paper and all other RFEs stating the mistake made again requesting for the petition to be reviewed.
I have to wait next 15 days for the response from immigration.So, now what are my options to stay here? I don't have status, how they are going to change my status to F-1 when I have no status? Any other options to stay here? TPS or asylum is no option for me.

When did they file your h1b, april 2015?

H1B valid until feb 25th 2016 and I797 valid till dec 31st 2016 from previous company. H1 transfer filed on august 2015---RFE replied on Nov 2015---H1B transfer denied on Dec 8th 2015----again sought Nunc Pro Tunc- to reinstate h1b status filed on dec 31st 2015 --receipted on 1/4/2016. RFE'ed on 1/14/16.

H1B transfer denied.

Good luck for your Nunc Pro Tunc. If it is granted, then you will be back to your status and any "out of status" will be removed from your file ( In my opinion ). However, I am not sure how long it will take to have your case reviewed. Don't know what you meant by 15 days.

" I don't have status, how they are going to change my status to F-1 when I have no status?"

I am confused on this question. Are trying to transfer your h1b to a new employee or are you trying to re-instate your status from h1b to f1. Btw, It is hard to get a f1 status from h1b.
Please be more clear on your case and we might able to help you.

"Any other options to stay here? "
Most probably None. I don't know about your case but in most of the cases that is MTR / Appeal generally you don't have any status. means you can't stay in the US. but if you do that will count towards your illegal presence if your case is refused.

Disclaimer - I am not a lawyer and this is just personal opinion. Please consult an attorney for accurate information.

Its sounds like your new consultancy messed up with H1b transfer from old one. In my opinion, if possible try to stick with old one for now. Otherwise, get a signed document from a client and resubmit again.

Thanks  Mero_naam_ho! Yes I am just waiting for their response hoping to get reply within next 15 days. After all this fiasco, I got admitted to a university but they are asking my legal status which I dont have one. So, i am just waiting for Nonc Pro Tunc decision.
Thanks Prem101, yes it was the lawyer who supposed to keep upto date but he failed to do it and they fired him already.
I dont think I can go back to old company since it has been more than 6 months already, they probably cancelled it already and also it was a big company.

Have you not apply for TPS ?

If you have not. Talk to your lawyer and see if you have options for applying TPS.