Topic - What can employer do against me

I recently joined a company in sharjah in the non free zone. The company gave me a visit visa and told me that as soon as i come to uae they will convert it to employment.the unit was in the port for which i had to get pass everyday.one day a police told me working in visit visa is no legal.my company didnot seems reluctant to change it as well.they told it will take time and all.they always wanted my passport which i didnot gave as i would be without any id proof as i didnot had the labour card.the company has given me an advance of 1week part of which i used to pay 1 month rent for an apartment.the company also didnot gave me joining.i asked them about my conversion of visa they were not giving me definative answers.so i left without giving any notice to them and came back to india.i worked for 11day and the money i took as advance is still lower than my 11days wages.now the company have threaten to file a case against me and have said that if i don't return the money they will band me for lifetime in uae.advise what should i do now?