its not a big of a problem. i had the similar situation. Just tell your vendor or the project manager that you have a situation (more likely family situation) and you have to leave. they will ask you to contact you consultancy. tell them the same and give 15 day notice to both vendor and consultancy.
if you read the contract, it says that you can leave the job anytime with a 15 day notice. they will not and cannot hold your pay.

IF YOU GOT TO GO
YOU GOT TO GO.