I am a citizen of a U.S. state that does banking through a religion-aligned credit union. I do this because my religious leaders have concerns about certain practices related to banking, and I bank through certain institutions because of my religious beliefs. After some research I discovered that federal law and state law force employers who require direct deposit to allow me to receive direct deposit at my credit union. Recently, an employer conducted a job interview over the internet from another state with similar laws in place. (Their laws are actually more restrictive than my state's.) The employer extended a job offer, but added the condition that I must open a new bank account with a bank of their choice, and that I receive direct deposit at the bank on their choosing. When I brought up my need for a religious accommodation the employer went on to violate multiple other statutes related to Equal Employment Opportunity laws, even telling me someone of my religion shouldn't be expecting to work in the industry. I have been told that the employer's behavior constitutes violations of multiple statutes, some relating to banking, some relating to labor law, some relating to religious discrimination. Both civil and criminal law are implicated. I have been told I should sue, but I'm uncertain about what jurisdiction I'm supposed to sue in.
Is this matter one that would be pursued in my state's courts, the employer's state's courts, or federal court?
Does the answer change based on what combination of statutes I want to pursue the lawsuit under?