You (and your employer) are permitted to make HSA contributions to the previous tax year up to the due date of the return. So while Feb 2022 is not part of the 2021 tax year, you could still make contributions then to 2021.
The thing is that the HSA custodian will default to assigning a contribution to the current year UNLESS you get them to understand that the contribution is for the previous tax year. So your employer must have made the contribution and told them it was for the previous year. Did you "have" HDHP coverage in 2021?
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