I set up my state refund for direct deposit, but received a check in the mail instead. Set up my federal refund to be paid through my bank account on 4/3, but it was not.

This usually happens when the following things occur:

• The financial institution that you bank with rejected the direct deposit from the IRS.
• Or the account number you entered may have been wrong 
• Or the name on the account may not have matched what was on your return 
• If a bank account has already received 3 direct-deposits from the IRS, any additional deposit requests will instead be mailed out as refund checks.
• You requested to have your refund direct-deposited into a foreign account
  

If any of those occur, the bank sends your refund back to the IRS. And then the IRS will then re-process the refund, cut a check, and send it by mail to the address on your return.  Same with  your state refund.

Hope this helps!