I was S=searching for my dad’s name on the internet google. Found a list of Dividend Rejected List by Nepal investment banks in my dad’s name. Since we have a script for that bank. How do I claim it?

Contact your DEMAT capital. Most probably you have not dematerialized your dad’s share. Or if you have, you need to pay the bonus share’s tax. I think its not dematerialized.
Create a demat account for it if you dont have one. Produce the share certificates to get them to your demat. You will need to visit Capital company of the bank e.g. NIBL Ace Capital, NABIl capital like so

Contact the bank obviously 😏