I say bail out without notice.
Yesterday was your last day kinda thing, see ya, wouldn't want to be ya.
On any future job applications either do not list that job at all on your résumé/application, or list it EXACTLY as it happened. "Quit without notice/ask for explanation"
When/if they ask about your quitting, you then give an exact explanation of events and why you bailed out without notice.
If the place is as shady as you've explained here, it surely shouldn't take much looking in to by the potential new employer to find out the other place is/was as bogus as you described and ultimately would pretty much justify you leaving.
Myself, I would just choose the "No Mention" of the short time there.
You say you've been there 2 weeks?
A 2 week unexplained time gap between jobs is not going to look bad on any application/resume.
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