The status on the W-4 that you entered is not relevant to the filing status you enter on your tax return.
Before deciding on filing separately, which is the worst way to file when married, see this TurboTax support FAQ for filing jointly versus separately - https://ttlc.intuit.com/questions/1894449-is-it-better-for-a-married-couple-to-file-jointly-or-separ...
