Can I be paid by my employer in US (in my US bank account) after losing my work visa and moving to Canada? Does my employer need to change anything in their payroll sys?

I work for a major bank in the US that has branches in Canada. I lost my work visa and want to continue working for the same employer after moving to Canada. They agreed to continue paying me in USD and to the same US bank (given I'm working for the US branch not CAD).

1) Do I need to file US taxes for the time period of working for them in Canada?

2) Does the employer need to modify anything on their end from an IRS perspective given that I am physically present in Canada and not US?

3) Do you foresee any regulatory challenges that need to be addressed?

I am not a US citizen nor do I have the ability to work in the US anymore.