Firstly, holding your file hostage is unethical under any jurisdiction. Please advise your attorney of this fact.
A substitution of attorney can simply be done by filling out a new G28, with your own name on it, stating or noting thereon that you are appearing "pro per" on it. There are other ways to do it, but this , in my estimation, is easiest.
I do not know what kind of cases you have with this attorney. If you are his or her client, you have a right to the file. However, if the file belongs to a petitioner, you are only the beneficiary, it is possible you may not be entitled to the file.
How to file a motion for substitution of attorney? If your case is pending at the immigration court, you do not need to file the motion. You should entitled to all the documents if you request from the court / Board of Immigration Appeals directly by filing a Freedom of Information Act.
Chapter 2.3(i)(i) of the Immigration Court Practice Manual dictates a written or oral motion to substitute counsel must be filed with the immigration court prior to the immigration judge granting a change in representation.
No attorney may withhold your case file. It is your file and you are entitled to it. Such action is prejudicial to you and your case and may impair your representation. Contact your local bar association and ask for their help in expediting the file transfer.
You should consult with an immigration attorney who is skilled in deportation and family based immigration prior to proceeding on any course of action. Attorneys who practice immigration law are practicing federal law and therefore you can hire an attorney from anywhere in the country (as long as he/she is licensed).