After you file

Does MO say you did not file a state tax return at all -- or does MO say you did not PAY your state tax due?   Your only proof that you paid the state will be your own bank or credit card records, since TurboTax never knows how,  when or even if you paid your tax due.

When you use TurboTax your information flows from your federal return to your state return.   If you filed very very early in the filing season you may have filed your federal before the state was ready to accept e-files--in which case it would have been up to you to go back later and file the state.   Or did you file by mail?   TurboTax never knows if you mailed a tax return.  Only you would know if you put the return in an envelope and mailed it.

But.....check your TT account.   Make sure you are in the account you used for the 2019 tax year.  And if you save your emails, look back at your emails to see if you got an email saying that your state return was filed.

If you somehow missed preparing/filing the 2019 state return, you can still do so, but only by mail.   You can still use the CD/download to prepare the state return, or you could go on the state's tax website and get the state forms to complete and file by mail.  If you owe state tax due, you need to pay via check or money order, or pay on the state's tax web site.

Many people have multiple TT accounts and forget how to access them.  Log out of the account you are in now.

Account recovery

https://myturbotax.intuit.com/account-recovery/

https://ttlc.intuit.com/questions/1901535-forgot-your-turbotax-online-user-id-or-password

Or did you use the desktop version of TurboTax?  If so, the files are on your own hard drive or any backup device you used like a flash drive.

https://ttlc.intuit.com/questions/1901486-how-many-turbotax-accounts-do-i-have

https://ttlc.intuit.com/questions/1901535

https://ttlc.intuit.com/questions/1901659-find-your-tax-data-file-in-mac

https://ttlc.intuit.com/questions/1900721-find-your-tax-data-file-tax-file-in-windows

When you e-file your federal return you will receive two emails from TurboTax.  The first one will say that your return was submitted.  The second email will tell you if your federal return was accepted or rejected.  If you e-filed a state return, there will be a third email to tell you if the state accepted or rejected your state return.

https://ttlc.intuit.com/questions/2559403-how-do-i-finish-a-prior-year-return-that-i-started-in-turb...

https://ttlc.intuit.com/community/state-taxes/help/how-do-i-contact-my-state-department-of-revenue/0...