Your payroll dept. apparently had you living in WI which is reciprocal with IN but not KY.
KY has a specific form (740 NP-R ) for a reciprocal state refund. Rather than paying TurboTax for KY software, you should try filing that form by hand. It looks pretty simple. https://revenue.ky.gov/Forms/740-NP-R.020521.pdf
The reciprocal agreement does not apply to city or county tax. If you paid tax to Louisville, you cannot get that refunded.
Most IN counties (but not the state) allow a credit, or partial credit for tax paid to a KY city or county. That will come up in the IN state interview. (For details, see:
https://ttlc.intuit.com/community/state-taxes/discussion/i-see-no-separate-question-for-school-taxes...
