can i get visa or residence card without leave schenge area

HI, every body.
i came in Lt as student,i can't continze my study so immigration cancel my card before 3month expiry date,but i don't nothing about it.i know that day wen they cheak me one day that i am living illegal i said i don't know nothing becoz on my r card date was vailed 3 month more.
i am non-EU national,living in lithuania ,i am marriad here as non-EU family member can i travel in EU state with my wife ,my residence card is expire now. imimgration saying u go out of schengen states and get visa from LT embassy then come and aplly for family residency card , other wise we deport u by force becoz i am illegal, i don't hve right to get here visa ??as family member) some one can help me wat will be better that i will live with my wife be happily ligel ?

will wait reply ..thanks for help