we can't see your OK return or notice.
if your winnings were large enough the casino was probably obligated to withhold OK taxes so you would have owed nothing when you filed. every state with an income tax has different rules concerning withholding on casino, lottery, racetrack, etc. winnings.
when you got that notice you should have had your tax preparer call.
your tax preparer was wrong saying to ignore the notice. the issue on tax notices must be resolved in your favor otherwise the state or IRS will continue to come after you.
at this point I would suggest you have your tax preparer call to find out why you owe, he may have a better understanding of what the issue is ask for a law cite and then look into it.
you may have to pay the tax and then file a claim for refund - this is what can happen if you just ignore tax notices - I'm not saying OK is correct.
that collection agency will continue to come after you. they can levy your bank account, garnish your wages, put a lien on real estate that you might own, and more.
do nothing more at your own risk.
and I'm not sure what OK is saying about that "FEDERAL" payment that it said it received. OK is not the IRS and the IRS is not OK. so any federal payment should have gone to the IRS and the state payment to OK. if you sent the state payment to the IRS the check may have been destroyed and never got to OK. but can't be sure. you should research your records to see what happened to that payment and if the check cleared get a copy of the front and back. your tax preparer will need this if you have him call. until you can clear this issue in your favor, OK penalties and interest will continue to accumulate.
by the way did you have an OK tax liability in 201. I ask because to avoid withholding and/or estimated tax payments you must timely pay in 70% of 2018 tax or 100% of 2017 tax. so if you had no tax liability in 2017 no payments were required. also no payments were required if your tax liability was under $1,000 for 2018
