Need help! Didnt get paid, Do I file with state?

Long story short i was doing equity research for a company. (Now am analyst for a boutique IB shop). Anyways, I didnt get paid for two months of work while I was there. (I was an intern). However, I was still doing quite a bit of work for them. I leave and then they still didnt pay me. I sent multiple emails and didnt get anything from them. I now finally got into IB but I still didnt get paid. My managing director thinks I should file with the state. I dont know if I wanna burn a bridge or get blacklisted cause of this so idk if I should file or not. What do you guys think? (sorry for spelling errors, tired and worked late, up early, you guys get it)

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