Here is one related teshuva I found:
Question: Someone wishes to make aliya to Eretz Yisrael (to fulfill the mitzvah of settling the land of Israel) but has financial difficulties, and is only able to come if he does not inform the United States Government about his income, which many people do regularly, is it permitted for him to do so or not?
Response: I heard from HaGaon Y.S. Elyashiv shlita that it is certainly prohibited to do so (which prohibited because of dina d’malchusa) and it is prohibited even if he will never be able to make aliya to Eretz Yisrael afterwards.