What to do if f I requested an H1B transfer and immigration needs proof that I was gainfully employed but my boss from the last job wouldn't give me paystubs?

There are many ways to prove it - you can provide your W-2, for example. However my suggestion is to tell your employer that you will contact the local Department of Labor if he is unwilling to provide you with verification of deductions. Plus you generally obtain same info from state or federal revenue officials - your social security and Medicare deductions are posted fairly quickly after quarterly returns. Some states require that employers provide pay stubs - check with your local DOL