The unemployment benefits belong in KY's bucket. Unemployment benefits are subject to tax by the state where you live and receive them, not where your job was located.
The IN tax that was withheld from your unemployment is still IN tax. KY won't refund it to you or apply it to any other tax you might owe KY. Depending on your other 2020 income from IN, you may get all or part of those IN taxes refunded, but you will have to file an IN return to do that.
(The reciprocal agreement between KY and IN covers earned income; unemployment is, by definition, un-earned income).
