I live on Elephant road at Nilkhet in in INDIA.
Is the above sentence correct?
I live on Elephant Road in Nilkhet in India.
I do not see any reason to put “INDIA” in all capitals.
However, according to Wikipedia, Nilkhet is in Dhaka in Bangladesh, not in India.
Great name for a road!
Yes, its really a great name for road!
To be sure-
Is “at” wrong here?
Yes, it is
BrE - in
AmE - on.