Boss is putting pressure on my and visa for wanting to quit

I'm actually working full time as a 正社員 sound engineer in Shinjuku,
Lately I've been working for 200+ hours a month, he doesn't pay overtime and I've no work life balance so I found another job, they want me to start for November (no contract signed yet), so I told my current job that there is a chance that I'm quitting to start in November (already told them before that I was looking for another job) and he told me that he'll report me to immigration with visa stuff etc.. that he wants me to work at least until end of December
I don't want to, I want to change job as fast as I can, I know law for 正社員 is 2 week notice, but on my contract it's saying 1 months so I'll give them one month,
Do I risk something by quitting and then reporting me ? My new job is the same kind as what I am doing now

TL:Dr can my boss report me to immigration and threaten my visa if I quit ?

by KitsuOrikawa