Their is a possiblity that I requested unemplyment benefits while working.
Insurance Law Lawyer
Create a timeline of the facts. Gather your documents. Consult with an employment benefits attorney. If there was a misunderstanding or mistake, even on your part, an attorney can help initiate contact with the investigation, do some damage control and perhaps minimize the issue as much as possible. If in NY, you'll need a NY licensed attorney. Good luck.