Non-residents can apply for their tax refunds even after the tax filing deadline, but a return has to be filed no more than 3 years after the original deadline in order for the IRS to issue a refund.
You should not worry about the penalties and fines if you have no tax liability, the IRS will not penalize you if you do not file a return on time.
The deadline for filing your Form 8843 is the same as the deadline for filing your tax return.
If you owe additional tax for the year, you must file a return and pay those taxes on time to avoid late filing and payment interest and penalties. The IRS charges substantial interest and penalties on past due taxes. Where there are additional taxes due, the IRS treats each late filer individually and calculates penalties and interest based on the balance due shown on the return or adjusted by the IRS. Once the IRS processes your return, they'll calculate the penalties and interest based on the number of days your return is late, and then send you a separate bill. For this reason, Sprintax cannot calculate late filing penalties or interest.
The terms of your visa require that you stay in compliance with all laws of the United States, including the rules relating to income tax filing. If you want to apply for permanent residence in the US at a later date you will be asked to prove that you have complied with all tax laws.