After you file

@toripichcuskie
Who did it go back to?   Did you pay any fees out of the Federal return?  If you paid fees out of the Federal refund, then the deposit was from the intermediary bank, and if that deposit failed, then it would have been sent back to the intermediary bank, who will issue you a check in the mail.  The answer below tells how to check on it in that case.

Or did you not have any fees paid of the Federal refund?  In that case, a failed deposit will go back to the IRS, who will issue you a check in the mail.