Again, I don't think you understand what Direct Consular Filing is about.
Btw, since all of the international USCIS offices closed, no consulate "offers" DCF. They will entertain requests from resident USCs undergoing 'exceptional circumstances' to process the petition directly, on a case-by-case basis.
Your request was denied by your country's consulate, so you will have to file stateside through the lockbox.