No, you do not have to file a New York (NY) nonresident return if you have income from your self employment work and you are not an employee of a NY company. Even though you have income from a NY company in your capacity as a self employed contractor, you don't fit the criteria of a NY remote employee, because you have a business that is located outside of NY and you do not work for a company situated in NY as an employee.
It's easy to confuse employee remote worker with a self employment activity that is not situated within NY.
@uschles
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