Some elements in your query need clarification: What kind of visa did you have? How could you change jobs without getting a new work visa or, as is now common, a Resident's Permit Sticker?

In the absence of these clarific ations I venture to opine you are at least partially to blame.
You may have allowed them to hire you informally, i.e. without getting greenlighted by the PSB and the Labour Bureau. Surely your previous employment visa - if it was a work visa - does not permit you to work for a different employer than the one who sponsored you?"