No, crossing illegally is not an option.
Crossing illegally into Mexico is a really stupid idea, crossing illegally into Canada is potentially less dumb, but also potentially really deadly if you do it wrong, because nature doesnt take prisoners up here in the wrong seasons.
Larian pulled out of their contract after Hasbro fired everyone Larian worked with to make BG3.
It isn't a case of Hasbro going "hey we can trade up" This is Hasbro on damage control going "how the fuck do we follow that up"