Sorry to be the bearer of bad news, Comair ALPA is an “Agency Shop” meaning, you don’t need to join ALPA, but they still make you PAY.
As far as Federal taxes, go into corporate payroll and fill out a form to “Block” Federal withholding tax for the last check. There is nothing illegal about that, all it will do is reduce your refund next year. That way you can have more of your money now.