I think you work for a Proprietorship company.
Please clarify whether you have been issued with any employment order (appointment Order). If so, please check for separation clause (notice period) whether one month or more than that. If notice period is mentioned you can represent to your employer quoting your employment terms.
Employer cannot hold PF. You can claim through UAN portal login using your UAN number.
If you can spare 5-6 months and if the employer pay you salary properly try to finish the work and then get relieved. However document your resignation and get resignation acceptance letter from your employer.
In the absence of appointment letter, if you leave your employment without any information, there may not be any major legality issue, however always please try for proper relieving. More over without relieving letter and experience certificate you cannot prove your experience with your previous employer.