File a claim for unemployment. It costs nothing but your time, and will get things established. If you'd only been working there three weeks, and you haven't worked for other covered employers during the last year and a half, there won't be any money to set up an unemployment claim anyhow, and the issue is moot.
If there is enough money to set you up an unemployment claim based on your base period earnings from covered employers, then they'll explore two issues. One is your separation issue, why you are no longer working for this company. They'll make a decision on this based on the information they get not only from the employer, but from you too. Were you fired, or did you quit? That's what they'll decide. If you quit, was it for a valid job related reason (non personal?) Probably no unemployment approval if you quit because of your school schedule. If fired, was it for a valid misconduct reason? Probably not from the sound of it. But they'll determine this.
Then, they'll also be considering your availability for other work. If you are very very dedicated to your school and would not consider working any other hours than what you had asked for from the last employer, that will probably be an issue. They'll know how to look at it. In order to get paid weekly benefits, you'd have to be able and available and actively seeking other work, but it might be possible to be approved if you would be willing to set your school schedule to accommodate your work. In any case, file a claim, the department will give you answers related to your personal situation.
Otherwise, there's no recourse. The employer never has to accommodate your schedule or not change your work hours to benefit the needs of the business, or just because they want to, unless you have a very specific contract with them stating that they have to accommodate you. And you do not, regardless of what they may have agreed to a while ago.
By the way, they were supposed to give you a copy of your separation paperwork. From what you said, it sounds like they didn't, just told you they had "filed it with the state" or something. Ask for it and get it from them. You might someday need to recontact them or document in detail all the employers you've had and the dates you worked there. A separation notice is necessary for that verification.