If you never physically worked in NJ in 202, none of your income is subject to NJ tax.
You will file a NJ non-resident tax return and indicate that none of your income was "NJ-sourced" (earned in NJ); all of the NJ tax withheld will be refunded.
All of your income is subject to VT tax, primarily because you were a resident of VT for all of 2020 but also because you performed all of your work in VT.
The location of your company's headquarters is irrelevant to where your income is taxed.
(When you start working part-time in NJ, then the income for those days will be subject of NJ tax).
