But you still should ask the state where it is. Did they apply it to something you owed or apply it to 2020 as an estimated payment? If they sent it to you, they need to put a trace on the refund.
Is the 1099G for the right amount on your tax return? How were you suppose to get the refund? By check or Direct Deposit? Maybe your bank info was wrong. Did you check all your bank accounts?
