I'm not sure about your last question, but regarding if they ask you to do something that may be unethical or illegal: I'd get advice. It doesn't mean you need

I'm not sure about your last question, but regarding if they ask you to do something that may be unethical or illegal: I'd get advice. It doesn't mean you need to spend money on a lawyer necessarily, you can often write college/uni professors and get decent answers. If not, heck, I'd even ask the relevant Reddit sub-forum. At any rate, the idea is to go ask people who are more likely to objectively answer your concerns as opposed to the employers.