Legal Question in Employment Law in Louisiana

First, if you committed no crime, obviously you have nothing to worry about. Secondly, there really is no such thing as someone "filing criminal charges" against someone else. A citizen can make a criminal complaint to the police, but ONLY the government (through the state district attorney or the federal US attorney) may file criminal charges.

It sounds to me like these people are just angling to scare you from demanding your last paycheck. If I were you, I would reply with a demand for my last paycheck. Under Louisiana law, an employer has no more than 15 days from the date of termination to pay any employee his last paycheck. Failure to do so opens the former employer up to penalties of a day's wages for every day the former employee is not paid (up to 90 day's wages), plus attorney's fees. Talk to an attorney in your area.