Procedure to marry a girl in sapinda relationships

Hello
As per your statement the girl you want to marry is your cousin sister in relation so its obvious hat ur parents will never allow u to marry but if u both have finally decided to get marry and will get marry in future ,and as u said u have fear that they will file a complain a complain against u ,then only ur better half's statement can save u if both of u r not minor but are wholly eligible and mature to get marry of ur own consent.
So my personal advice for u is think of it again as it is very crucial matter and if ur cousin is very much confident about ur relationship only then u may go ahead because all depends on her..

Marriage in sapinda relationship is strictly prohibited as per Hindu Marriage Act.
You can take a chance to marry under Special Marriage Act, if permissible. You need to contact an Advocate with your genealogicial table to identify it.
FIR can be defended and you need not worry, provided you both act as per guidance.