From your post it appears maybe your domicile was KY all year. You were in NY and NJ only for work. You will file KY resident for all income and all sources. You will file NY non-resident for time actually there and NJ non-resident for time actually there. You will get a credit on your KY return for the taxes paid to each of those states. As @TomD8 mentions there was not a time as NY resident to claim any NJ taxes.
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