Yes, when filing a non-resident New York returns, you will need to allocate the NY wages. Prepare the NY return first. Then, prepare Montana second. Montana will tax you on all of your income, but you will get a credit since you paid tax to NY.
In TurboTax Online, navigate to States > New York > continue until you reach New York Income Allocation, answer No. Then, you can allocate the appropriate amount to NY.
See this article on the topic: How to enter New York State income as a nonresident in TurboTax
