There are only 2 income items which is 1099INT from a bank and I do not think this would be state sourced income.
Why are you filing a Form 1041 for a grantor trust? If a trust is a grantor trust, then the grantor is treated as the owner of the assets, the trust is disregarded as a separate tax entity, and all income is taxed to the grantor. Not tax return (state or federal) is required.
A fiduciary has to file a 1041 even for a grantor trust unless one of the optional methods is chosen (or has been chosen).
See https://www.irs.gov/instructions/i1041#en_US_2024_publink1000286018
I believe according to IRS if there is any income under the trust EIN, they need to file their own return.
Did you get the answer to "Do I file in the state of the grantor or the trustee"?
Grantor trusts are not required to file a form 1041 provided the grantor reports all items of income on their personal return.
So for a grantor trust you follow the same rules that you would if you had earned the income personally. You are required to report the income on your own state return just as if you had earned it. But whether you are required to report it in the state the income is sourced from depends on the state. You will need to read the rules for the state the trust is located in and see whether the income that was earned was classified as earned from sources in that state.