From my understanding of English, "very" means "more than the usual" or "to a higher extent".
I've seen on several places the expression "very illegal", such as here as an example: https://youtu.be/ytDamqTjPwg?t=8m23s
The bigger point here is, [the Pump & Dump scheme] is very illegal!
However, I don't understand the meaning here. If I apply my previous knowledge, it would mean it's "more illegal than usual", and from the context of the example quote above we're talking about illegal stock exchange practices.
But "more illegal than usual"? It just doesn't make sense to me, something is either illegal or it's legal. I can understand some crimes might be considered more damaging than other crimes. It leads me to think "very illegal" is a particular expression, plus it doesn't fit in the example context above.
I am not familiar with the literal translation of "very illegal" that would be "très illégal" in French. The closest meaningful expression I could find appended around the word "illégal" is "vraiment illégal", which would mean "it's illegal but you might have thought it isn't". In English without being certain about the expression, I would translate that as "really illegal", or "truly illegal", or "actually illegal" (even though I dislike the word "actually").
I wasn't able to find a definition on Google.
What is the difference between "illegal" and "very illegal" in general?
EDIT (two days since start): Appreciation of answers
I've been monitoring the answers and considering each one, and it seems clear that very is an emphasis on the illegality. Even though I do not know if all of the following is relevant as some answers have low votes, from all answers so far various facets appear as I interpreted:
very might emphasize the morality of the crime (-> most upvoted answer)
very might emphasize the severity of punishment of the crime (-> one answer with high votes)
very illegal might highlight that a illegal activity that doesn't immediately stand out as illegal for a target audience is not only illegal, but is also emphasized in some way (-> some mentions A, B)
The following do not answer the question but are interesting nonetheless:
Prefixing very might not be necessarily needed for crimes in which morality, severity of punishment or likelihood of being pursued are obvious to the targeted audience; adding it should be meaningful for the interpretation by the target audience as opposed to if it wasn't prefixed.
One answer mentions highly illegal. As it stands out I cannot summarize it here.
There does not seem to be a strong pattern emerging from the answers for which facet everyone agrees about. I have the disturbing feeling that maybe my objective question is unexpectedly leading to subjective but valid answers. Even though the currently most upvoted answer may be the best answer, it might only reflect some valid facets of a more complete answer.
However it clearly highlights the emphasis aspect that seems to be common to all facets so I'm accepting that answer.