Firstly I would like to suggest that you should visit your gst jurisdiction .and ask them why they are not approving that cancellation order.till date you no need to file Nil return . after approval of cancellation order you need to Gstr 10 final return only
1. After making application for cancellation of GST and the officer has to issue of cancellation order to give effect to your cancellation of GST 2. Till that time you have to file Nil return 3. After obtaining cancellation order, you will have to file the Final Return (GSTR 10) else you may end up paying late fees