Find a real employer with whom you can work directly as a FT employee. Your employer A looks shady by not filing the amendment, which is mandatory in your case. Just by looking at your state income tax withholding you can make it out. Let your employer handle the situation and withdrawing your employer A H1 petition will make you out of status.
I'm hearing this for the first time, CPT at gas station. Why would you need CPT to work off-campus at a gas station? Any off-campus work during F1 is illegal and getting CPT for that kind of work makes the situation worse.
You cannot appeal for the rejection, your employer has to do it and there won't be definite timeline for the appeal, you may get the response with in a week or an year. Find a real employer with whom you can work directly as a FT employee.