State tax filing

if the company is not paying the IRS your SE tax and withholding, they're not going to be swayed by your threats of reporting them.

if you don't get a W_2 by February 15. you're supposed to contact the IRS for instructions.

That would probably not be possible now.

instead Use Form 4852, Substitute for Form W-2, Wage and Tax Statement, if you don't get your W-2 in time to file.