You should have notified Visa office about the company shutdown, etc (kept them updated so that if they try to verify they would not suspect that company doesn't exist, etc)
Write detailed letter to the Immigration Program Manager at the visa office, and explain to them in detail whatever you wrote above (such as owners running to Dubai, company shutting down, etc) and ask them to reconsider based on that.....include any salary stubs, old appointment letters, or letters from co-workers, etc which can show them that you did actually work there. Do this ASAP if you want to save your file.