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If I made estimated payment for my 2021 federal tax on IRS website. Do I still need to file Form 4868 for the extension?  Yes if you are unsure you are getting a refund.

 I owe tax in both CA and NY states, do I need to separately file extension to those states?

Yes you do.

https://ttlc.intuit.com/community/extensions/help/do-i-need-to-file-a-state-extension-if-so-how-do-i...