Okay, I have more info now, I made some assumptions, but now have more info. You have quit a job with a small employer. Hopefully, he has been paying in to the unemployment tax system, and you are a covered employee of this business. It may turn out that he's not. But that will not totally destroy your whole chance for U.I. If he was supposed to be paying in unemployment taxes and hasn't, that's another kettle of fish for them to fry.
Go on and file your claim. How the unemployment looks at your "voluntarily quit" has nothing to do with EEOC, the thing that would be affected by this is whether you had a "wrongful termination" in terms of it violating an EEOC related reason for termination, in other words were you being treated poorly due to race, religion or national origin. The unemployment system has no connection with EEOC, and doesn't care whether or not you quit your job or were being harassed for an EEOC related reason.
What they'll be interested in (IF you qualify monetarily for unemployment insurance, which means that your employer has been paying in his quarterly state unemployment taxes and you have covered wages during the last five quarters or so to set up a claim) is the reason you left the job. And it doesn't have to be EEOC related, what they are interested in in whether or not you have a valid work related reason to quit, and you have exhausted all reasonable alternatives to quitting before you quit.
From the sound of this, your employer may have been trying to be atrocious enough to force you to quit your job. If you truly had no choice but to quit, the situation was such that no reasonable person would've thought you should stay on the job, you'll have a pretty good chance with unemployment.
Sorry I miscalled it, I honestly interpreted it as you having worked for a bank, and your manager going to have to take bankruptcy. But since he's a small employer, forget all that. Okay, assume that this employer will lie on the forms for UI. That's a given. They will. But the agency understands that what you say and what he says may be different, and that the truth is somewhere in there, and they are supposed to go with the "more believable" of the two parties.
In other words, they'll ask you questions, and they'll ask the employer questions, and they'll decide whether you are out of work through no fault of your own or not, and then there will be an appeals process with either you or the employer able to appeal the decision to grant or not grant benefits. As I said before, it will take a while.
Going to the bank and accusing your employer of embezzling will have little or NO effect on your unemployment claim. It's not a valid threat. If you think you should do this, for honesty's sake, or just to screw with him, you can do it, but it won't have anything to do with unemployment unless you threaten him and say, "If you don't say I am laid off due to lack of work (which would give you an approved claim) I'll go to the bank and tell on you." That's blackmail. You do not need to do that. And I agree wholeheartedly with what others have said, you don't need an attorney. You just need to tell the unemployment system what you have done, and why and why you've quit the job. And then let them decide whether or not your claim is approved.
Unemployment insurance is a smaller wage than you can make working, it is very temporary, and it is something for you to have while looking for another job. It's not a life choice, as it ends, very completely after about 26 weeks, regardless of whether or not you are working again. So it's not worth the risk of possibly criminal behavior to get unemployment approved,ever.