If nobody will hire me, should I turn to crime to pursue a career in programming? I ask because if there's no legal entry-level jobs due to the oversaturation, I might have to go underground for it.

If you don’t have all of these things set up already… why the hell not?!?

You asked for a formal performance review equivalent AFTER getting the letters of recommendation

You realize any criminal organization you would want to go to work for as an alternative to a legitimate job, will want everything a legitimate job would want, plus some tradecraft, and an ability to not get caught on top of everything else, right?

PlayStation Studios boss confident Marathon won't repeat the mistakes of Concord - Game Developer

One or more letters of recommendation from one or more supervisors in each internship

Minimally, this would mean an internship after your first, second, and third years, which is almost a years worth of job experience.

If I’m not willing to hire you for my legitimate business, I sure as heck will not be willing to hire you for my criminal enterprise.

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You took those performance reviews to heart, and aimed some of your school curriculum at addressing any areas where your performance was less than stellar, and kept notes, so now you have KPIs (Key Performance Indicators), both where you fell short in each internship,and a list of what you did to address your shortcomings

Presumably, you have a 4 year CS degree, and not just some certificates from a certificate mill.

I suspect that unless your criminal activity involves something other than computers, you will have a hard time finding work as a criminal, as well.

What should every American know before traveling to the UK?

Have you considered military service?

Because you did not squander your internships, this also means that you have:

You now have at least a small personal business network, and a network through your academics, within your CS department, which you can leverage to find your first post-graduation job

Have you ever had a weird experience immediately following the death of a loved one that made you think there is an afterlife and that the deceased person was communicating with you?