Estate fiduciary income tax return

[JAQestate]

Hello, I am the executor/fiduciary of my fathers estate. I live in colorado and have not taken any fees for executing these duties. My father lived in New Mexico and that is where his estate was.  I liquidated his house and all property  in 2024 and am filing federal taxes for the estate for NM where the decendant lived at the time of death.The program selected colorado to file the fiduciary instead of NM.  Should I even file the fiduciary in colorado or should I file that tax return for the fiduciary in NM? Also, the business desktop version does not have New Mexico state as an option