You do not amend a tax return for a mistake you made on the W-4 you gave to your employer. You just need to complete another W-4 and give it to your employer.
Go to this IRS website for the tax withholding estimator - https://www.irs.gov/individuals/tax-withholding-estimator
You will need to complete a Kansas K-4 to give to your Kansas employer - https://www.ksrevenue.gov/pdf/k-4.pdf
When filing your state tax returns you need to complete a nonresident Kansas return and a resident Missouri return. Complete the Kansas return before the Missouri return to that you can enter on the Missouri return tax credits for payment of Kansas income taxes.
