Irrespective of whether the employer informed UKBA of your situation (and that of all sponsored employees), what should concern you is whether your stay in the UK is legal or not.
The employer not informing UKBA of your redundancy / termination doesn't translate into your permission to remain being valid (still) until the expiry date on your visa. Neither does IO not stopping you at the airport make it valid - had you told the IO that you had stopped working for the sponsor, in all probability he would have cancelled your visa then and there (
321A).
In all likelihood, you are an overstayer in the UK. It will be in your interest to get confirmation of status from UKBA at the earliest.
regards