What you claim on your W4 at work and on your tax return don't have to match. If you claimed Single at work they just take out more withholding so you might get a refund on your tax return. I'm married but claim Single at work to have more taken out to cover the increased tax on 2 incomes.
i would leave it Single at work and see how your tax return looks for 2019. If you get a big refund you can change it to Married next year.
