Illegal Job Questions about Salary

I'm interviewing for a new role outside my company and the recruiter asked me my current salary. He is based in Chicago, but I'm based in Los Angeles. It is illegal to ask a woman her salary in CA, so at first I deflected the question and said it would depend on the total comp package. Then asked me again several times, and said because there was so much competition for this job, he insisted on me giving him a number so neither of us waste our time. He made me feel pressured and like we needed to be on the same page and said, "Well, I need to make sure you aren't going to ask for $500k or anything." I felt really uncomfortable, so I just told him what I make. He said, "Great, we are on the same page and you are in the range for this role." I got off the call feeling really unsettled and unsure of the whole experience. This is a highly coveted position at a startup about to go IPO, and I really want this job, but this experience left me with a bad taste in mouth. I called a friend and asked if I did the right thing given his insistence. She told me I shouldn't have shared my salary, and they could make me a lower offer because I did that, and that also it was illegal for them to ask in the first place. I didn't know what else I should have done. She suggested I should have asked instead for the range for the position and told him whether or not my expectations were in line with the band, rather than providing my exact salary. Now I'm really confused and feel like I messed up, but I was also afraid he wouldn't put me through to the next round without knowing my compensation, and he was putting a lot of pressure on me to tell him and it made me feel like I had to as to not cause waves in the conversation. I did make the next round, and now I'm afraid I've accidentally low balled my own offer if I get the job. My friend suggested in my next interview I ask for the range for this role, but they already know what I make. Help!!!!