First, the word illegal is a bit excessive, but it is actually unreasonable. You have the right to refuse to participate, but the possible consequence is that the company will dismiss you. If it is serious, you can apply for labor arbitration or something. At this time, you have to consider whether it is worthwhile to do so, and it takes a lot of time and energy.

Secondly, my suggestion is to take part in the training, because no matter how unreasonable the training is, if you look at it from another angle, the training will improve your skills and knowledge and be good for your future. Although you may be tired now, it is still good.

Third, if you don't like this company, you can jump ship. After all, unhappy work is not good for you and the company. Individuals, in particular, can't grow up if they don't work happily.

For reference only.