Your 2018 W-2 will show your PA state information if your employer withheld 2018 PA state taxes for you. IL won't accept that you were a part-year resident of PA in 2018 without seeing your PA tax return for that year.
So it seems that (if you want to pursue this) then you have little choice other than to fork over the $126 to Social Security for a copy of your 2018 W-2, then to file a 2018 PA part-year resident state tax return, and then to forward a copy of it to IL.
Note that you will not be able to use TurboTax to file a 2018 tax return. TT no longer supports tax filing for that year. You can download PA's 2018 tax forms here:
https://www.revenue.pa.gov/FormsandPublications/FormsforIndividuals/PIT/Pages/default.aspx#
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
