You can use the Tax Withholding Estimator on the IRS web site to figure out what your husband should put on his federal W-4 form. It will take your self-employment income into account. This will take care of the federal tax.

Tax Withholding Estimator

For state tax, you will still have to pay New York tax on your self-employment income, but your husband's Connecticut employer will withhold only Connecticut tax, not New York tax. Since you will have no New York withholding, you will have to make estimated tax payments to New York. There is no way to cover your New York tax from your husband's Connecticut withholding.

I did this, however, it does not help me actually fill out the W4 or tell me how I should submit for each state.

On the last screen of the IRS Withholding Estimator, scroll down a little and click "How to Adjust Your Withholding." It will tell you how to fill out the W-4.

I don't know of any similar tools for state withholding, but you should be able to work it out from the instructions and charts for the state withholding forms.

For New York: Form IT-2104 (includes instructions)

For Connecticut: Form CT-W4 and the publication "Is My Connecticut Withholding Correct?"

Another approach would be to do pro forma 2020 tax returns with your 2021 information as an estimate for 2021. It would be easy to do that if you had the CD/Download TurboTax software for 2020, but there's really no good way to do it with TurboTax Online. You would have to create a separate test account and create the returns from scratch, and TurboTax Online shuts down after October 15.