I am Not under the Law Fallacy

Leviticus 18:1-5 ASV
(1) And Jehovah spake unto Moses, saying,
(2) Speak unto the children of Israel, and say unto them, I am Jehovah your God.
(3) After the doings of the land of Egypt, wherein ye dwelt, shall ye not do: and after the doings of the land of Canaan, whither I bring you, shall ye not do; neither shall ye walk in their statutes.
(4) Mine ordinances shall ye do, and my statutes shall ye keep, to walk therein: I am Jehovah your God.
(5) Ye shall therefore keep my statutes, and mine ordinances; which if a man do, he shall live in them: I am Jehovah.

With Jesus, no obedient believer is under the Law because Jesus asks us to keep His commandments which are in the Law. 

The parable of Lazarus and the rich man, along with other verses, teaches that the Law and the Prophets are still the guide to follow to avoid going to the hell to come.

Just because Paul says that we are not under the Law implies that we do not keep the Law. Paul is very upfront about keeping the Law and the role of the Law.

Romans 2:12-13 ASV
(12)  For as many as have sinned without law shall also perish without the law: and as many as have sinned under the law shall be judged by the law;
(13)  for not the hearers of the law are just before God, but the doers of the law shall be justified:

James 2:10 ASV
(10)  For whosoever shall keep the whole law, and yet stumble in one point, he is become guilty of all.

Romans 7:7 ASV
(7)  What shall we say then? Is the law sin? God forbid. Howbeit, I had not known sin, except through the law: for I had not known coveting, except the law had said, Thou shalt not covet:

James 2:10 also implies that the Law is still in force by declaring that if we do all the Law but miss one law in it, we are guilty of all the Law. A guilty believer cannot be saved. A doer of the Law can be saved, according to Romans 2:12-13.

Be aware of the fact that, if we do not KNOW the Law and do something that the Law forbids or do not do something that the Law requires, our ignorance will not save us but that we will perish anyway.

Hence, we are to repent and start keeping the Sabbath because Jesus did not make any declaration which annuls the observance of the Sabbath.

When you hear your spiritual leader giving you some reasoning and not a verse which unambiguously annuls or approves a doctrine of the Old Testament, know that you are listening to the voice of Satan who deceived Eve by the same false reasoning blueprint to act contrary to what God (Jesus) says.

As Paul would say, I had not known breaking the Sabbath commandment, except the law had said, Remember the Sabbath day to keep it holy.

If we're missing just 1 commandment in our belief system, we will not be saved because we are not without sin, that is, we are not holy. The grace of Jesus is for the holy ones, according to Ezekiel 33:13-20.

Ezekiel 33:13 ASV
(13)  When I say to the righteous, that he shall surely live; if he trust to his righteousness, and commit iniquity, none of his righteous deeds shall be remembered; but in his iniquity that he hath committed, therein shall he die.