1)If you can get some sponsor who can process u in eb2 if you have advance degree u will get GC around year and your status will be adjusted
2)Go to some school like dhwase said and continue your work on F1/OPT by paying them and taking some classes according to your school requirement to maintain F1 until u get H1 or GC
3)You can always come back form Nepal in F1 and H1 again
4)Try Canada immigration if that is option ok for you
5) Apply asylum if you don't have any other option since we have lot of folks doing that
6)Try another H1B applicaiton form another company
7) Apply for MTR if you are still in job and think that was result of some mistake.
8)Read immigration forums and take free advise from attonery
Hope some of these options works for you & that helps