Failure to pay your taxes is a felony. If the IRS catches up to you they can put you in jail for that. If your boss is paying you off the books find a new job that pays you on the books! And file tax returns for the years that you didn’t! Really if you approach the IRS they will work with you. If they find you they will put you in jail!
Here is the thing about heath insurance, on average you will pay in more than you get out. However if things go really badly and need major care then you could find yourself with $200,000 in debt!