employer did not withhold taxes

What is the name of your state? WI.

Previous employer said, but did not, withhold my state (WI) and Federal taxes after I signed a W-4.

I have contacted the pertinent agencies, however, what are my chances of being audited?

What are their chances of being audited?

Yours, none as long as you pay the taxes. His, high.

Thanks, I will look to paying instead of for a refund.

Go to a professional preparer. You can file the income on form 4197 (I think): taxes on unreported tips. Just cross out tips & write in wages. You'll have to file by mail.

Thanks, again. Form 4197, will get it from the IRS site.
Amazing that employers even try to get away with this type of thing.