You should prepare a California resident tax return for 2020.
You never took any steps to sever your California residency and establish your new residency in New York.
California Franchise Tax Board guidance for individuals performing services and receiving Form W2 from out-of-state employers pay California tax on income earned in the state.
If there is any withholding on your Form W2 for New York you can prepare and file an non-resident New York state income tax return to claim refund of any withholding as you never established a domicile or residency or performed work in the state.
How to File My 2020 State Taxes
