I seriously, seriously doubt that this is an unemployment issue.
Was there a suspicious reason you were laid off?
If so it may be your former employer trying to get dirt on you so you can't go back at him for wrongful dismissal.
In any way, the easiest, most legal way to get them is this;
First you need two friends with cars and cell phones.
They need to know in advance where you are going. They need to be somewhere ahead of you waiting, along your route. You need a long route on easy access surface streets. Not too busy though. Just enough cars so you can see them but they don't see your friends.
Once you spot the tail and can identify the two cars have your guys start to follow them, once all of you have passed them.
Once they have their targets in sight call the police. Give them all of the information you can. Try to have them waiting somewhere along your route. Preferably in the middle of a block instead of an intersection.
The secret is to keep moving. If they're sitting still they have a better chance of spotting your tail or the police.
If the PI guys spot the police and they split off you have your people follow them giving locations to the police until the police can stop them.
Once you have the police stop them and get their information THEN have your lawyer start his voodoo. Use your atorney only after they have been "made" by the police.
If you tip your hand to the company to soon they might just hand it off to a different but more competent agency or they might change their tactics.
The last thing an investigator wants it to have his cover blown. When that happens usually the client doesn't pay. At least mine don't.
The easiest way to save your chickens is to outfox the foxes.