All of the work you describe requires a Permit from DOB. Both for Construction and most likely for Electrical. Removing exterior walls without a Permit and under clandestine circumstances without proper engineering / architectural oversight might lead to a very dangerous situation.
First thing you should do is go to the building and take pictures of what has been done to the apartment and surrounding areas of the structure. Documenting that you have been Constructively Evicted may prove helpful in the future.
If you've not yet called 311 you might try playing hardball (or at least go for the fake): Tell the Landlord that if your deposit isn't returned Pronto that you'll have no other choice but officially declare that you've been Unlawfully Evicted. And that you'll have to call 311/ DOB and complain -- and get inspectors to come see what the LL has done and get him shut down. That could definitely delay the LL's plan for getting a new tenant into the apartment any time soon.
The local Fire House might also be interested in the situation, which could create a fire hazard for this and neighboring buildings.