A couple of thoughts.

1. Are you sure you can't get the visa? Might want to ask FTers their opinion. Looks like it might be Vietnam where there are lots of options for getting visas.
2. Try to board without the visa, that might improve your leverage on geting a refund if the airline denies boarding (even if it's your fault.)
3. Book a connection to a nearby country and then just transit the country where you were denied a visa. (Won't work if you HAVE to be in the original country but could be a strategy if you are just looking for a vacation.)
4. It is almost always the carrier issuing the ticket who has to refund. Not the operating carrier.