Can’t prove a negative.
But you can prove a positive. So prove that all these millions of illegals are getting direct debit with federal taxes withheld.
The hordes near me just gather at the 7-11 every day for cash jobs,
Then provide all the evidence you have that immigrants as a whole aren't paying taxes. What is your claim based on? What are your sources? Again, I'll return the favor once you satisfied the burden of proof.