The Federal & State are two separate agencies, they issue refunds on different schedules. There is nothing that says one may come before the other.
It is taking the IRS longer to process returns since they are closed. They are still processing e-filed returns but the 21 days (business days) is not the standard now due to Covid-19. The IRS is not processing mailed in returns at this time.
All you can do now is keep checking the IRS website, Where's My Refund, the website updates once a day.
https://www.irs.gov/refunds
To check the status of your State refund, click on the following link:
https://ttlc.intuit.com/community/refund-status/help/how-do-i-track-my-state-refund/00/25571
