What should I do if my Thai E-visa application is rejected in Ho Chi Minh City?

Totally depends on what you're rejected for.. .. ... If it's because you didn't meet the requirements, doesn't make any difference where you apply, unless you can meet the requirements you'll be rejected again.

Now if it was due to a data error entry (where you didn't check the data entered carefully and there was a mis-match of info) then you can apply again at the consulate that rejected it

Remember when you apply in Vietnam on the eVisa website, it specifically gives you a pop up telling you where you can be to use which consulate. <- meaning that's where you have to stay to use that particular consulate to apply