Maqsood Bakhsh fled Pakistan in 2012 with his wife Parveen and their sons Somer and Areebs, then aged nine and seven, after Islamic extremists threatened to kill him because of his religious beliefs.
The catalyst was the murder of two Christians shot outside a court, while in police custody, in Faisalabad two years previously.
Pastor Rashid Emmanuel, 32, and Sajid, 24, were accused of writing a pamphlet critical of the Prophet Muhammad that flouted Pakistan's controversial blasphemy law, which carries the death penalty.
Mr Bakhsh, 50, claims the people responsible for the deaths believe he is in league with the two men and would kill him and his family if they had the chance.
The Home Office has repeatedly rejected their asylum applications, largely as officials do not believe they would be at risk in Pakistan.
The family, who live in the north of Glasgow, have now been told they have exhausted the process and have no right to appeal, but plan to launch a legal challenge.
Mr Bakhsh said: "Prime Minister, please help us because I do not understand why the Home Office keep rejecting us.
"They keep telling us that some parts of Pakistan are safe for Christians.
"It is true that lots of Christians live in Pakistan but once you have been targeted by Islamic extremists who know your name and your face, it is impossible to live.
"Four of my friends have been killed by Islamic extremists and my sister-in- law's brother is serving life in jail because of the blasphemy law.
"My nephew was kidnapped last month and no one knows what has happened to him."
Glasgow North East Labour MP Paul Sweeney plans to raise the case in the House of Commons.
Mr Bakhsh, who was a commissioner at the Kirk's General Assembly in 2017, worked as a data analyst in Pakistan and holds two Masters degrees, while his wife is a trained neo-natal midwife with 17-years of experience.
Due to their immigration status both have been unable to work since arriving in Scotland and survive on benefits and charity.
Mr Bakhsh said: "Not being able to use our talents and abilities to make a contribution to this great country has been very hard and frustrating for us."
He added: "We love this city, my sons feel Scottish and they are thriving here.
"They feel safe, which is my biggest concern, and want to stay with all their friends - the only people they know - and get a good education."
Rev Linda Pollock, minister at Possilpark Parish Church where Mr Bakhsh is an elder, said their situation is "unconscionable".
She added: "I hope that the Home Office will re-examine the family's case, stop treating them as numbers and acknowledge them as human beings because they have so much to give to Scotland."
A spokeswoman for the Home Office said: "The UK has a proud history of granting asylum to those who need our protection and every case is assessed on its individual merits."
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