I would first verify that your return has been successfully efiled using this FAQ:
https://ttlc.intuit.com/replies/3319882
If it has, I would call the Mississippi Department of Revenue and try to speak with someone there. For some reason, your information isn't showing up in the system, so I would recommend asking a person on the line to verify that it has been received and it is processing.
https://www.dor.ms.gov/Individual/Pages/Contact.aspx
