FIrst, if you haven't already done so, check with your bank and ask them if they received a direct deposit and sent it back for some reason.
Also, check the bank account information shown on your actual state return.
Otherwise, phone the DC tax agency for assistance. The District of Columbia link in the following FAQ will take you to their contact page:
FAQ: How do I contact my state department of revenue?
https://ttlc.intuit.com/replies/3302452
