Thanks Nz_crew.
I checked with my agent on your advise.
Becuase Air NZ has cancelled the reservation / seats on the return journey , Air India can't help out at the moment.
Air NZ need to reinstate the tickets for AI to carry out the refund
So I am still at the same position.
I have sent emails to makemytrip, who just send a reply confirming the receipt of the email and promising response within 24 hrs. But there is no response.
In the mean time I have also forwarded my agent the boarding pass on Cathay Pacific (we have only for 1 person after 6 months) and immigration/ custom stamps that my parents have arrived in Auckland on 1st Jan. This is to prove we have commenced the journey. This will be forwarded to Air NZ.