After you file

I live in CA and I received unemployment benefits and also I have the 1099G form and the W2 form. The two forms states that I have Federal income tax withheld. I withheld taxes every week on my weekly benefits. I did schedule a direct deposit ($215) before the deadline. So if pay the IRS, I’m still not getting a federal refund?  Although I am receiving a state refund, I was hoping to receive a federal refund as well...