Actually, there is no law in NJ banning payday loans.
NJ's civil usury statute (NJSA 31:1-1) and criminal usury statute (NJSA 2C:21-19) supposedly prevents any lender from charging excessive interest rates but doesn't prevent lenders from charging fees, no matter how much, as long as the borrower agrees.
You signed a contract agreeing to the interest rate and fees and I can almost guarantee that the payday loan company had lots of lawyers writing that contract so it would be well within the law.
Nobody did anything wrong to you. You voluntarily got into this all by yourself. Not only will you not get any money back, but if you still owe a balance, the payday loan company would be well within its rights to sue you for it.