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Why does the issue of whether they are paying taxes make a difference in terms of your suing them?
You cannot sue them for not giving you a receipt. You can tell them that you won't pay them any more money until they give you a receipt and if all of the teams say this to them then maybe they will stop.
You can't sue them for not paying taxes because it has nothing to do with you. They're not paying taxes is not causing your damages. You can report them to the CRA if you wish though.