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Do they have confidential information or contact information etc?Why do you want them?Why do they want them?
What is clear is that no matter what you have they cannot withhold your pay or the vacation pay either.
That is not anything they can succeed in doing.
You can contact the Employment Standards Branch and they will get your pay and vacation pay as well.
But they can try and come after you and sue you for the notebooks. I am not saying they will but they could.