The IRS has nothing to do with your state refund. Your state tax return is processed by an agency of your state government. See the following FAQ.
How do I track my state refund?
If the IRS sent you a notice asking for your W-2, they obviously did get your federal tax return. There might be some problem with your employer's reporting of the W-2 that is delaying your refund. You could try calling the IRS at 800-829-1040 and see if they can tell you the status, and why Where's My Refund can't find it.
