If you have a complaint or query, you can approach the central grievance management system available with NSDL or Karvy, which are the two agencies that are involved in Central record-keeping business of the National Pension Scheme. There are also grievance redressal agencies' authorities who are in charge of the escalations. There is the Grievance Redressal Officer, and even then if the grievance does not get resolved, then you can approach the Chief Grievance Redressal Officer.
There are also two levels of escalations for any issue that you might have for the purpose of NPS exits. Even then if your grievance is not addressed, then you can directly contact the Pension Fund Regulatory and Development Authority.