I have a friend who is a lawyer, and his stance is that when it comes to employment, there are too many variables involved to make a good judgment on where you stand without contacting an attorney who practices in the relevant jurisdiction. Most people who lose their job think they're doomed because of at-will, but it's not that simple.

I'd recommend calling an employment lawyer. What will likely happen is that he/she will return your call, ask you a bunch of questions, and give you some very good free advice on where you stand and what your options are. If they can't do anything for you, they will tell you that without you having to pay anything.

The "at will" issue is not as cut and dried if on a company sponsored visa.

I'm wondering if they discovered later that sponsoring a visa is more work than they originally thought, and that's what happened.