I moved to TX from CA in Apr 2022. But employer has been deducting taxes as per CA. How do I get this corrected?

I am on H1 visa. In Apr 2022, I moved to Texas from California and my H1 amendment has been filed too. I observed recently that my address on our Workday HR portal was still showing CA and then I contacted my HR about why taxes have been getting deducted as per CA state but not TX state. 

 

HR mentioned they can't do anything at this point as W2 is already generated. 

 

What can I do here? I have all the company records that I got transferred, house rent payment receipts and power bills etc from TX state. How can I proceed with this so that I can get money that got deducted wrongly?