For 2022, if you lived in Nevada all year, and you were not a CT resident for any part of the year, you will have to file a Connecticut nonresident tax return. You will pay CT tax only on income that you earned for the occasional times that you worked in CT. You are subject to CT tax laws for any income that you earned for working in CT, even though you are not a CT resident. You will not pay CT tax on your NV real estate income or any other income that is not from a CT source. If you did not work in CT at all in 2022, you should get a full refund of all the CT tax that was withheld from your pay.
You do not file a NV tax return because, as you have discovered, there is no NV tax return because NV does not have state income tax. Apparently the HR person that you spoke to is not aware of this, so you should be cautious about any tax advice that you get from HR, at least when it concerns any state other than Connecticut.
Ideally your CT employer will correct the amount of your CT wages before they issue your W-2, so that box 16 of the W-2 will show only the amount that you earned for working in CT. (But box 17 has to still show the full actual amount of CT tax that they withheld.) If they don't make the correction, the CT wages in box 16 of your 2022 W-2 will include income that you earned when you were working in NV. Then your CT tax return will show a lower amount of CT income. In that case, you should expect to get a letter from the Connecticut Department of Revenue Services saying that your CT tax return is wrong, and you owe more CT tax. You will have to reply with an explanation of why the W-2 is wrong. It would certainly help to convince them if you can get a letter from your employer saying that the CT wages on the W-2 are wrong.
