Part year resident NJ - Health coverage for dependents

I am filing my tax return this year 2020 as a head of household with two dependents (sister and mother). My job was in Maryland state and we were living in MD from 1st Jan 2020 till 5 June 2020 and moved to New Jersey and live there till 6th December. My dependents are above age 18 and have no income. I was teleworking from NJ. My dependents have no health insurance throughout the year. Do I need to pay the penalty for them or I just need to check the Maryland months because of the part-year resident status? I am confused. Also, my earning in NJ is around 20850$ but after entering everything in TurboTax software it shows my taxable income as 16425$. Now do I have to pay penalty for my dependents health coverage or I should check all the boxes for months and they are already exempted?