Did you have the Turbo Tax fees deducted from your refund? Then it goes first to the 3rd party bank to take the fees out. Did you import any 1099s from investments? Some brokers change your Direct Deposit info to your brokerage account.
One poster found this.....
The refund was sent to a bank I didn't recognize because Schwab where I have an account uses an intermediary bank, JP Morgan. So the refund was in my Schwab account which has little activity and I had not checked. I had not had a refund in so long, I did not remember the default account I had set up years ago for refunds.