Thanks Juhi. Can you suggest any paper which can guide me on how to write my results. I have gone through numerous papers but majority are with continuous moderators and only a few have categorical moderators. My difficulty is in writing up the results as per multi-group analysis in SEM as suggested by Gaskin. I have used PROCESS also for the analysis but can't find a paper which has used Preacher Hayes method with categorical moderators. Any useful citation in this regard will be deeply appreciated.

Thank you once again. Hoping to get some answers from the Book by Hayes. If you come across anything on the topic, do share with me. Ur suggestions are deeply appreciated. 

http://www.sciencedirect.com/science/article/pii/S1094996816000037

might help

Thanks Ankur. I also thought of the same paper. Actually the only paper which is remotely close. Hope to discuss on this later. 

The best way is structural equation modeling, with multigroup analysis. For a theoretical basis you can read http://www.sciencedirect.com/science/article/pii/S1057740807700207 For an application Ankur Srivastava gave you a good reference ;)

Thanks Isabel for the input. I have in fact used SEM with multi-group analysis only in the first place. The conditional indirect effects are coming out nice. My main doubt is in the table no. 5 and 6 of your paper which Ankur has referred. Is the Z score for critical ratio or for heterogeneity test? How to reach at this estimate? Kindly throw some light on this. 

Effectively, Z score is for the Sobel test to check for the significance of the relative magnitude of the mediation effect (it is an additional test). It is very easy to apply this test, you can do it online in the following link: http://quantpsy.org/sobel/sobel.htm