Call the embassy to apply for a visa. What do they mean they're still at immigration?

You'd better go to the embassy and ask yourself. They do things according to their own moods. If they are happy now, they will give it to you. If they are unhappy, they will ignore you.

When you went, you made it clear to them that you should have come down three months ago. They must have postponed it. Find someone who looks easy to talk to and say that you have been waiting for a long time, and school will start soon, or something, maybe you can get it on the same day. Good luck.