1630s, from French illégal (14c.) or directly from Medieval Latin illegalis, from assimilated form of in- "not, opposite of" (see in- (1)) + Latin legalis (see legal). Term illegal immigrant first recorded 1892 in American English (illegal immigration is from 1887); used in British English in 1940s in reference to the Jewish movement to Palestine.
-ly 2
common adverbial suffix, forming from adjectives adverbs signifying "in a manner denoted by" the adjective, Middle English, from Old English -lice, from Proto-Germanic *-liko- (cognates: Old Frisian -like, Old Saxon -liko, Dutch -lijk, Old High German -licho, German -lich, Old Norse -liga, Gothic -leiko); see -ly (1). Cognate with lich, and identical with like (adj.).
Weekley notes as "curious" that Germanic uses a word essentially meaning "body" for the adverbial formation, while Romanic uses one meaning "mind" (as in French constamment from Latin constanti mente). The modern English form emerged in late Middle English, probably from influence of Old Norse -liga.