I first went to a credit union, they said they could open an acct to be a member but If I needed a loan they would not be able to give it to me since I needed to be a perm resident or citizen. Maybe bank policies varies by state or the type of bank. As of Wells Fargo application, I don't know exactly why it was denied, they told me I was gonna receive a letter by mail. And I have a credit score of 700, is considered very good. so not sure why it was denied. i'll find out exactly once I get the letter.
About going straight to a dealer, Ill probably get qualified by a bank, but most likely with a higher APR than applying for a load first through a bank.