State tax filing

Trying to prepare for taxes next year because I was completely blind-sighted this year. So I relocated to Colorado but am finishing my degree remotely through a school in Kentucky. I receive a stipend. The school does not withhold taxes and I don't get a W2 nor is it reported on my 1098-T. Will I owe state taxes to KY or CO? 

 

For 2020, I want to make sure I'm reporting correctly. I lived in KY the entire year. How do I report my stipend? Under miscellaneous income or under other scholarships or both?