Is the state of NJ an "at will" state? Why does my employer not pay into UI? Is this legal?

I am starting my 6th year here private catholic high school, my position was fundraising and events director, my bottom line better then the advancement office so they chose to take over my position and gave me a camp to run and I can "help them" with events! I have no interest in this new position - being downgraded to share a 2x4 office no salary increase actually-as of 5 years I am entitled to 4 weeks vaca - now was told no only 2! How can I fight this? Can these guys actually get away with this at will stuff, no UI ? Kind of got my back up against a wall - I need my paycheck so its do this and put up with it or get out and finding jobs is not so easy!